+386.8%
STM vs MUB
+76.3%
+310.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +5.8% | -0.9% | +6.6% | +6.5% |
| 30D | -1.0% | -1.4% | +0.4% | +0.1% |
| 3M | -33.3% | -2.2% | -31.1% | -32.0% |
| 6M | +57.4% | -1.9% | +59.2% | +60.1% |
| YTD | +102.2% | -0.8% | +103.0% | +104.2% |
| 1Y | +99.6% | +2.7% | +96.9% | +96.9% |
| 3Y | +14.5% | +8.6% | +5.9% | +9.1% |
| 5Y | +21.4% | +2.0% | +19.3% | +19.1% |
| 10Y | +695.0% | +17.9% | +677.0% | +663.3% |
| All | +386.8% | +76.3% | +310.5% | +324.2% |
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