+307.8%
SPY vs MUB
+21.8%
+286.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +2.6% | -1.3% | +3.9% | +3.9% |
| 30D | -2.0% | +2.2% | -4.2% | -4.1% |
| 3M | -2.8% | -1.6% | -1.2% | -1.2% |
| 6M | +2.1% | -1.3% | +3.4% | +3.5% |
| YTD | +11.5% | -0.7% | +12.1% | +12.3% |
| 1Y | +13.5% | -0.2% | +13.7% | +13.8% |
| 3Y | +77.7% | +9.6% | +68.1% | +61.7% |
| 5Y | +72.6% | +2.6% | +70.1% | +67.7% |
| All | +307.8% | +21.8% | +286.0% | +303.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling