+46.4%
RF vs MUB
+2.8%
+43.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.1% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | +5.6% | +2.4% | +3.1% | +4.6% |
| 3M | -8.9% | -1.1% | -7.8% | -8.6% |
| 6M | +7.1% | -1.0% | +8.1% | +7.4% |
| YTD | +8.3% | -0.3% | +8.6% | +8.4% |
| 1Y | +16.8% | 0.0% | +16.8% | +16.8% |
| 3Y | +115.0% | +10.2% | +104.8% | +110.3% |
| 5Y | +46.4% | +2.9% | +43.5% | -8.2% |
| All | +46.4% | +2.8% | +43.6% | -8.2% |
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