+650.4%
SPYM vs MUB
+76.5%
+573.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +2.6% | -1.3% | +3.8% | +3.1% |
| 30D | -2.0% | +2.2% | -4.2% | -3.0% |
| 3M | -2.8% | -1.6% | -1.2% | -2.1% |
| 6M | +2.2% | -1.3% | +3.4% | +2.8% |
| YTD | +11.5% | -0.7% | +12.2% | +11.9% |
| 1Y | +13.5% | -0.2% | +13.7% | +13.7% |
| 3Y | +78.0% | +9.6% | +68.4% | +71.1% |
| 5Y | +73.1% | +2.6% | +70.6% | +70.4% |
| 10Y | +310.9% | +21.5% | +289.4% | +294.9% |
| All | +650.4% | +76.5% | +573.9% | +559.4% |
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 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