+62.5%
T vs MUB
+21.8%
+40.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +2.5% | -1.3% | +3.8% | +3.6% |
| 30D | -3.8% | +2.2% | -6.0% | -5.3% |
| 3M | -8.7% | -1.6% | -7.1% | -7.6% |
| 6M | -8.1% | -1.3% | -6.8% | -7.2% |
| YTD | -6.4% | -0.7% | -5.8% | -6.1% |
| 1Y | -9.8% | -0.2% | -9.6% | -9.8% |
| 3Y | +65.5% | +9.6% | +55.9% | +52.7% |
| 5Y | +57.0% | +2.6% | +54.4% | +53.7% |
| All | +62.5% | +21.8% | +40.7% | +49.6% |
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