+59.6%
T vs MUB
+11.9%
+47.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.0% | +0.7% | +0.3% | +0.7% |
| 30D | -10.6% | +4.4% | -15.0% | -12.1% |
| 3M | -7.7% | -0.2% | -7.6% | -7.6% |
| 6M | -13.3% | -0.6% | -12.7% | -13.1% |
| YTD | -8.8% | +0.3% | -9.1% | -9.1% |
| 1Y | -8.4% | +0.8% | -9.2% | -9.0% |
| 3Y | +59.6% | +12.0% | +47.6% | +50.0% |
| All | +59.6% | +11.9% | +47.8% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling