+62.5%
TLT vs MUB
+78.4%
-15.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +0.3% | +1.0% | -0.8% | -0.8% |
| 30D | +5.1% | +3.9% | +1.2% | +1.0% |
| 3M | -0.2% | -0.4% | +0.2% | +0.2% |
| 6M | -2.9% | -0.6% | -2.4% | -2.3% |
| YTD | -2.7% | +0.4% | -3.1% | -3.0% |
| 1Y | -4.6% | +0.8% | -5.4% | -5.3% |
| 3Y | +6.1% | +11.3% | -5.2% | -3.9% |
| 5Y | -35.1% | +3.4% | -38.6% | -37.4% |
| 10Y | -12.5% | +21.9% | -34.4% | -25.8% |
| All | +62.5% | +78.4% | -15.9% | +16.8% |
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