+236.5%
T vs MUB
+76.3%
+160.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | -0.9% | -0.4% | -0.8% |
| 30D | +11.4% | -1.4% | +12.8% | +12.2% |
| 3M | +14.3% | -2.2% | +16.4% | +15.5% |
| 6M | -9.3% | -1.9% | -7.4% | -8.4% |
| YTD | +7.1% | -0.8% | +7.9% | +7.4% |
| 1Y | -9.1% | +2.7% | -11.8% | -10.5% |
| 3Y | +105.3% | +8.6% | +96.7% | +96.6% |
| 5Y | +66.8% | +2.0% | +64.8% | +64.6% |
| 10Y | +66.8% | +17.9% | +48.9% | +56.0% |
| All | +236.5% | +76.3% | +160.2% | +163.7% |
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