-10.5%
T vs MUB
+1.0%
-11.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -2.1% |
| 7D | -3.1% | -0.7% | -2.4% | -3.5% |
| 30D | +4.6% | -2.0% | +6.5% | +3.1% |
| 3M | +12.2% | -2.5% | +14.8% | +9.7% |
| 6M | -6.5% | -2.3% | -4.1% | -8.0% |
| YTD | +4.9% | -1.3% | +6.2% | +1.6% |
| 1Y | -10.5% | +1.1% | -11.6% | -15.0% |
| All | -10.5% | +1.0% | -11.5% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling