+31.0%
PL vs MUB
+2.5%
+28.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | +0.2% |
| 7D | +10.0% | -1.3% | +11.3% | +13.5% |
| 30D | -2.3% | +2.2% | -4.4% | -7.5% |
| 3M | -44.2% | -1.6% | -42.6% | -41.7% |
| 6M | -66.1% | -1.3% | -64.8% | -64.7% |
| YTD | -30.0% | -0.7% | -29.3% | -28.4% |
| 1Y | +21.0% | -0.2% | +21.2% | +22.4% |
| 3Y | +516.5% | +9.6% | +506.9% | +402.9% |
| All | +31.0% | +2.5% | +28.5% | -27.6% |
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