+7.5%
SMR vs MUB
+4.5%
+2.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.5% |
| 7D | +13.1% | -0.7% | +13.8% | +14.4% |
| 30D | +17.8% | -2.0% | +19.7% | +21.6% |
| 3M | +8.1% | -2.5% | +10.6% | +12.8% |
| 6M | -11.1% | -2.3% | -8.8% | -7.3% |
| YTD | -23.7% | -1.3% | -22.4% | -21.3% |
| 1Y | -69.4% | +1.1% | -70.5% | -69.2% |
| 3Y | +82.6% | +8.2% | +74.4% | +67.0% |
| All | +7.5% | +4.5% | +2.9% | +4.4% |
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