+333.7%
TPR vs MUB
+76.3%
+257.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -0.9% | -1.4% | -1.8% |
| 30D | -23.0% | -1.4% | -21.5% | -22.3% |
| 3M | -12.5% | -2.2% | -10.3% | -11.2% |
| 6M | -21.4% | -1.9% | -19.5% | -20.4% |
| YTD | -3.5% | -0.8% | -2.7% | -2.9% |
| 1Y | +17.4% | +2.7% | +14.6% | +15.5% |
| 3Y | +291.3% | +8.6% | +282.7% | +272.9% |
| 5Y | +241.9% | +2.0% | +239.9% | +235.4% |
| 10Y | +322.7% | +17.9% | +304.7% | +299.3% |
| All | +333.7% | +76.3% | +257.4% | +275.1% |
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