+10.6%
TMO vs MUB
+1.2%
+9.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.6% |
| 7D | -0.6% | -0.8% | +0.2% | +0.3% |
| 30D | +1.1% | -2.4% | +3.5% | +4.1% |
| 3M | +28.3% | -2.8% | +31.2% | +32.9% |
| 6M | +23.3% | -2.2% | +25.5% | +26.7% |
| YTD | +5.5% | -1.6% | +7.0% | +7.6% |
| 1Y | +24.5% | 0.0% | +24.5% | +24.6% |
| 3Y | +19.6% | +7.9% | +11.7% | +8.2% |
| All | +10.6% | +1.2% | +9.4% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling