+26.8%
PL vs MUB
+3.5%
+23.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.3% | +10.2% |
| 7D | -6.8% | +0.7% | -7.5% | -8.5% |
| 30D | -29.3% | +4.4% | -33.7% | -36.5% |
| 3M | -44.8% | -0.4% | -44.3% | -44.0% |
| 6M | -68.4% | -0.9% | -67.5% | -67.4% |
| YTD | -36.4% | +0.1% | -36.4% | -36.0% |
| 1Y | +0.7% | +0.5% | +0.2% | +0.2% |
| 3Y | +455.3% | +11.7% | +443.6% | +338.8% |
| 5Y | +22.7% | +3.2% | +19.5% | -12.8% |
| All | +26.8% | +3.5% | +23.2% | -9.8% |
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