+315.8%
STM vs MUB
+78.4%
+237.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.7% |
| 7D | -5.6% | +1.0% | -6.6% | -6.3% |
| 30D | -14.4% | +3.9% | -18.3% | -16.9% |
| 3M | -20.5% | -0.4% | -20.1% | -20.3% |
| 6M | -24.5% | -0.6% | -24.0% | -24.1% |
| YTD | +72.7% | +0.4% | +72.3% | +72.7% |
| 1Y | +91.0% | +0.8% | +90.2% | +90.5% |
| 3Y | +13.5% | +11.3% | +2.2% | +6.3% |
| 5Y | -9.2% | +3.4% | -12.6% | -11.8% |
| 10Y | +422.5% | +21.9% | +400.6% | +398.5% |
| All | +315.8% | +78.4% | +237.4% | +258.8% |
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