+664.5%
STM vs MUB
+17.4%
+647.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +0.2% |
| 7D | +1.7% | -0.7% | +2.4% | +3.0% |
| 30D | -5.2% | -2.0% | -3.2% | -1.5% |
| 3M | -29.6% | -2.5% | -27.1% | -25.8% |
| 6M | +54.4% | -2.3% | +56.7% | +62.4% |
| YTD | +99.5% | -1.3% | +100.8% | +106.4% |
| 1Y | +100.8% | +1.1% | +99.6% | +99.1% |
| 3Y | +20.2% | +8.2% | +12.0% | +5.6% |
| 5Y | +21.1% | +1.5% | +19.7% | +18.5% |
| 10Y | +664.5% | +17.6% | +647.0% | +676.2% |
| All | +664.5% | +17.4% | +647.1% | +676.2% |
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