+589.4%
SE vs MUB
+17.3%
+572.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | -0.9% | -5.2% | -4.7% |
| 30D | -2.5% | -1.4% | -1.0% | -0.1% |
| 3M | +21.7% | -2.2% | +23.9% | +26.3% |
| 6M | +27.0% | -1.9% | +28.9% | +31.4% |
| YTD | -12.1% | -0.8% | -11.4% | -10.5% |
| 1Y | -40.9% | +2.7% | -43.7% | -43.1% |
| 3Y | +191.0% | +8.6% | +182.4% | +150.9% |
| 5Y | -68.3% | +2.0% | -70.3% | -69.7% |
| All | +589.4% | +17.3% | +572.1% | +416.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling