-18.3%
TE vs MUB
+8.8%
-27.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +10.0% | +10.0% |
| 7D | +18.2% | -0.3% | +18.5% | +18.5% |
| 30D | -13.5% | -1.5% | -12.0% | -12.5% |
| 3M | -44.6% | -1.9% | -42.6% | -43.7% |
| 6M | -24.7% | -1.7% | -23.0% | -24.0% |
| YTD | -24.3% | -0.8% | -23.5% | -23.2% |
| 1Y | +155.6% | +1.5% | +154.1% | +162.0% |
| 3Y | -18.3% | +8.8% | -27.0% | -31.5% |
| All | -18.3% | +8.8% | -27.0% | -31.5% |
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