-80.5%
TE vs MUB
+7.6%
-88.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.8% |
| 7D | -19.1% | -1.3% | -17.8% | -18.3% |
| 30D | -34.1% | +2.2% | -36.3% | -35.1% |
| 3M | -60.1% | -1.6% | -58.5% | -59.7% |
| 6M | -66.0% | -1.3% | -64.7% | -65.6% |
| YTD | -71.4% | -0.7% | -70.7% | -71.2% |
| 1Y | -45.3% | -0.2% | -45.1% | -44.9% |
| 3Y | +9.1% | +9.6% | -0.5% | +3.7% |
| 5Y | -82.6% | +2.6% | -85.1% | -83.3% |
| All | -80.5% | +7.6% | -88.2% | -81.3% |
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