+1,092.1%
TMO vs MUB
+75.4%
+1,016.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | +1.0% | -2.0% | +3.0% | +1.6% |
| 3M | +22.7% | -2.5% | +25.2% | +23.7% |
| 6M | +19.0% | -2.3% | +21.3% | +19.9% |
| YTD | +4.7% | -1.3% | +6.0% | +5.2% |
| 1Y | +26.0% | +1.1% | +24.9% | +25.7% |
| 3Y | +18.0% | +8.2% | +9.8% | +15.7% |
| 5Y | +8.0% | +1.5% | +6.5% | +6.6% |
| 10Y | +333.8% | +17.6% | +316.2% | +325.1% |
| All | +1,092.1% | +75.4% | +1,016.7% | +972.0% |
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