-37.8%
U vs MUB
+4.3%
-42.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +1.3% |
| 7D | +4.4% | -0.7% | +5.1% | +6.9% |
| 30D | -1.3% | -2.0% | +0.7% | +5.8% |
| 3M | +49.6% | -2.5% | +52.1% | +63.9% |
| 6M | +100.2% | -2.3% | +102.5% | +118.5% |
| YTD | -3.7% | -1.3% | -2.4% | +1.1% |
| 1Y | -6.5% | +1.1% | -7.6% | -10.4% |
| 3Y | +12.9% | +8.2% | +4.7% | -19.7% |
| 5Y | -68.3% | +1.5% | -69.8% | -66.8% |
| All | -37.8% | +4.3% | -42.1% | -56.1% |
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 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