+29.7%
OMC vs MUB
+1.5%
+28.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.0% |
| 7D | -4.2% | -0.7% | -3.5% | -3.6% |
| 30D | -7.5% | -2.0% | -5.5% | -5.7% |
| 3M | +4.6% | -2.5% | +7.2% | +7.2% |
| 6M | -4.8% | -2.3% | -2.5% | -2.6% |
| YTD | -1.0% | -1.3% | +0.3% | +0.5% |
| 1Y | +3.8% | +1.1% | +2.7% | +3.6% |
| 3Y | +10.2% | +8.2% | +2.0% | +5.2% |
| 5Y | +29.7% | +1.5% | +28.2% | +19.6% |
| All | +29.7% | +1.5% | +28.2% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling