+239.8%
RF vs MUB
+21.7%
+218.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.3% | +0.6% | -0.3% | -0.1% |
| 30D | +6.2% | +3.4% | +2.8% | +3.5% |
| 3M | -7.8% | -0.7% | -7.2% | -7.4% |
| 6M | +5.9% | -1.0% | +6.9% | +6.7% |
| YTD | +9.0% | 0.0% | +9.0% | +9.1% |
| 1Y | +19.3% | +0.4% | +18.9% | +19.0% |
| 3Y | +116.4% | +10.5% | +106.0% | +100.4% |
| 5Y | +46.0% | +3.1% | +43.0% | +42.6% |
| 10Y | +239.8% | +22.0% | +217.8% | +393.1% |
| All | +239.8% | +21.7% | +218.1% | +393.1% |
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