+25.4%
TMO vs MUB
+0.1%
+25.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +0.3% | +0.6% | -0.3% | 0.0% |
| 30D | +4.3% | +3.2% | +1.1% | +2.5% |
| 3M | +25.1% | -1.1% | +26.2% | +28.0% |
| 6M | +52.9% | -1.1% | +54.0% | +57.6% |
| YTD | +22.2% | -0.5% | +22.7% | +24.0% |
| 1Y | +25.4% | 0.0% | +25.4% | +25.8% |
| All | +25.4% | +0.1% | +25.3% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling