+186.3%
SE vs MUB
+8.6%
+177.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | -0.9% | -5.2% | -5.9% |
| 30D | -2.5% | -1.4% | -1.0% | -2.1% |
| 3M | +21.7% | -2.2% | +23.9% | +22.2% |
| 6M | +27.0% | -1.9% | +28.9% | +27.1% |
| YTD | -12.1% | -0.8% | -11.4% | -11.5% |
| 1Y | -40.9% | +2.7% | -43.7% | -39.4% |
| All | +186.3% | +8.6% | +177.7% | +201.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling