-48.1%
SMR vs MUB
+5.9%
-54.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.4% |
| 7D | -2.8% | +0.6% | -3.4% | -3.8% |
| 30D | -27.5% | +3.4% | -30.9% | -31.4% |
| 3M | -43.1% | -0.7% | -42.4% | -42.5% |
| 6M | -58.4% | -1.0% | -57.4% | -57.6% |
| YTD | -63.2% | 0.0% | -63.2% | -62.8% |
| 1Y | -81.6% | +0.4% | -82.0% | -81.5% |
| 3Y | +149.8% | +10.5% | +139.3% | +121.6% |
| All | -48.1% | +5.9% | -54.0% | -50.6% |
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