+58.5%
ON vs MUB
+2.2%
+56.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -2.2% | -0.3% | -1.9% | -1.6% |
| 30D | -12.4% | -1.5% | -10.9% | -9.9% |
| 3M | -41.2% | -1.9% | -39.3% | -39.0% |
| 6M | +25.0% | -1.7% | +26.7% | +29.4% |
| YTD | +31.3% | -0.8% | +32.0% | +34.0% |
| 1Y | +45.4% | +1.5% | +43.9% | +43.0% |
| 3Y | -27.4% | +8.8% | -36.2% | -38.3% |
| 5Y | +58.5% | +2.0% | +56.5% | +32.3% |
| All | +58.5% | +2.2% | +56.3% | +32.3% |
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