+763.1%
PM vs MUB
+73.7%
+689.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.9% | -0.9% | -4.0% | -4.3% |
| 30D | -3.4% | -1.4% | -2.0% | -2.3% |
| 3M | +5.2% | -2.2% | +7.3% | +6.9% |
| 6M | +3.7% | -1.9% | +5.6% | +5.2% |
| YTD | +15.8% | -0.8% | +16.5% | +16.5% |
| 1Y | +17.4% | +2.7% | +14.6% | +15.0% |
| 3Y | +116.9% | +8.6% | +108.3% | +104.1% |
| 5Y | +117.3% | +2.0% | +115.3% | +113.8% |
| 10Y | +193.8% | +17.9% | +175.8% | +167.6% |
| All | +763.1% | +73.7% | +689.4% | +566.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling