+686.6%
P vs MUB
+20.8%
+665.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | -23.8% | +0.7% | -24.5% | -24.5% |
| 30D | -36.6% | +4.4% | -41.0% | -39.9% |
| 3M | +10.9% | -0.2% | +11.0% | +11.1% |
| 6M | +30.0% | -0.6% | +30.6% | +31.0% |
| YTD | +44.4% | +0.3% | +44.0% | +43.9% |
| 1Y | +3.9% | +0.8% | +3.2% | +3.1% |
| 3Y | +176.6% | +12.0% | +164.6% | +138.1% |
| 5Y | +249.3% | +3.4% | +245.8% | +234.4% |
| All | +686.6% | +20.8% | +665.8% | +701.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling