-22.7%
U vs MUB
+5.0%
-27.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +6.5% |
| 7D | +2.6% | -1.3% | +3.8% | +7.1% |
| 30D | +27.6% | +2.2% | +25.4% | +18.4% |
| 3M | +15.3% | -1.6% | +17.0% | +22.3% |
| 6M | +96.4% | -1.3% | +97.7% | +106.5% |
| YTD | +19.6% | -0.7% | +20.2% | +22.9% |
| 1Y | +42.1% | -0.2% | +42.3% | +43.7% |
| 3Y | +87.5% | +9.6% | +77.9% | +25.8% |
| 5Y | -73.1% | +2.6% | -75.7% | -73.4% |
| All | -22.7% | +5.0% | -27.7% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling