+631.3%
SPY vs MUB
+77.6%
+553.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | -3.7% | +3.4% | -7.1% | -5.3% |
| 3M | -2.7% | -0.7% | -2.1% | -2.4% |
| 6M | +2.2% | -1.0% | +3.1% | +2.7% |
| YTD | +10.8% | 0.0% | +10.8% | +10.9% |
| 1Y | +11.2% | +0.4% | +10.9% | +11.1% |
| 3Y | +76.5% | +10.5% | +66.0% | +68.2% |
| 5Y | +72.9% | +3.1% | +69.9% | +69.6% |
| 10Y | +304.8% | +22.0% | +282.8% | +282.7% |
| All | +631.3% | +77.6% | +553.6% | +495.0% |
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 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