+330.7%
TMUS vs MUB
+76.3%
+254.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +0.1% | -0.9% | +0.9% | +0.4% |
| 30D | +5.3% | -1.4% | +6.7% | +5.8% |
| 3M | +3.1% | -2.2% | +5.3% | +3.9% |
| 6M | -16.5% | -1.9% | -14.6% | -15.9% |
| YTD | -9.2% | -0.8% | -8.4% | -8.9% |
| 1Y | -26.5% | +2.7% | -29.2% | -27.2% |
| 3Y | +39.0% | +8.6% | +30.4% | +35.2% |
| 5Y | +40.4% | +2.0% | +38.3% | +38.8% |
| 10Y | +303.7% | +17.9% | +285.8% | +293.5% |
| All | +330.7% | +76.3% | +254.4% | +266.7% |
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