+62.4%
TLT vs MUB
+78.3%
-15.8%
-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% | -0.1% | -0.1% |
| 7D | +0.1% | +0.7% | -0.6% | -0.6% |
| 30D | +6.2% | +4.4% | +1.8% | +1.5% |
| 3M | +0.1% | -0.2% | +0.2% | +0.2% |
| 6M | -3.0% | -0.6% | -2.4% | -2.3% |
| YTD | -2.7% | +0.3% | -3.1% | -3.0% |
| 1Y | -4.8% | +0.8% | -5.6% | -5.5% |
| 3Y | +6.9% | +12.0% | -5.1% | -3.7% |
| 5Y | -34.5% | +3.4% | -37.9% | -36.8% |
| 10Y | -17.3% | +20.7% | -38.0% | -29.3% |
| All | +62.4% | +78.3% | -15.8% | +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