+333.7%
STM vs MUB
+77.1%
+256.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +1.0% |
| 7D | +16.3% | -0.8% | +17.1% | +17.0% |
| 30D | -6.3% | +2.4% | -8.7% | -8.0% |
| 3M | -14.1% | -1.1% | -13.0% | -13.5% |
| 6M | -19.6% | -1.0% | -18.6% | -18.9% |
| YTD | +80.1% | -0.3% | +80.4% | +81.1% |
| 1Y | +95.4% | 0.0% | +95.4% | +96.0% |
| 3Y | +14.7% | +10.2% | +4.5% | +8.2% |
| 5Y | -5.4% | +2.9% | -8.3% | -7.8% |
| 10Y | +465.5% | +21.9% | +443.6% | +442.9% |
| All | +333.7% | +77.1% | +256.6% | +276.2% |
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 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