+211.8%
PM vs MUB
+17.4%
+194.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.2% |
| 7D | -1.2% | -0.7% | -0.5% | -0.3% |
| 30D | -0.2% | -2.0% | +1.8% | +2.3% |
| 3M | +4.9% | -2.5% | +7.4% | +8.3% |
| 6M | +9.0% | -2.3% | +11.4% | +12.2% |
| YTD | +17.8% | -1.3% | +19.1% | +19.7% |
| 1Y | +16.8% | +1.1% | +15.7% | +15.2% |
| 3Y | +125.4% | +8.2% | +117.2% | +103.6% |
| 5Y | +128.7% | +1.5% | +127.2% | +126.0% |
| 10Y | +211.8% | +17.6% | +194.3% | +171.5% |
| All | +211.8% | +17.4% | +194.4% | +171.5% |
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