+340.4%
RF vs MUB
+17.9%
+322.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.3% | -0.9% | +2.2% | +1.9% |
| 30D | -3.6% | -1.4% | -2.2% | -2.7% |
| 3M | +8.1% | -2.2% | +10.2% | +9.7% |
| 6M | +11.5% | -1.9% | +13.4% | +13.0% |
| YTD | +15.6% | -0.8% | +16.3% | +16.2% |
| 1Y | +15.7% | +2.7% | +12.9% | +13.6% |
| 3Y | +86.9% | +8.6% | +78.3% | +76.0% |
| 5Y | +89.8% | +2.0% | +87.8% | +86.9% |
| All | +340.4% | +17.9% | +322.6% | +482.8% |
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