+223.9%
PR vs MUB
+3.2%
+220.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -4.7% |
| 7D | -16.5% | +0.9% | -17.5% | -16.3% |
| 30D | -4.5% | +3.8% | -8.3% | -3.4% |
| 3M | +8.5% | -0.7% | +9.2% | +8.1% |
| 6M | -3.3% | -0.8% | -2.6% | -3.7% |
| YTD | +55.7% | 0.0% | +55.7% | +55.3% |
| 1Y | +82.0% | +0.6% | +81.4% | +81.6% |
| 3Y | +62.5% | +11.4% | +51.1% | +61.7% |
| 5Y | +223.9% | +3.1% | +220.9% | +148.3% |
| All | +223.9% | +3.2% | +220.7% | +148.3% |
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