+371.6%
TPR vs MUB
+77.8%
+293.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +14.2% | +0.7% | +13.5% | +13.7% |
| 30D | +17.1% | +4.4% | +12.7% | +13.9% |
| 3M | -17.7% | -0.4% | -17.3% | -17.5% |
| 6M | -10.2% | -0.9% | -9.3% | -9.6% |
| YTD | +4.9% | +0.1% | +4.8% | +5.0% |
| 1Y | +36.1% | +0.5% | +35.6% | +35.8% |
| 3Y | +416.5% | +11.7% | +404.8% | +384.1% |
| 5Y | +254.8% | +3.2% | +251.6% | +245.8% |
| 10Y | +391.7% | +20.3% | +371.4% | +362.1% |
| All | +371.6% | +77.8% | +293.8% | +305.7% |
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