-26.3%
U vs MUB
+5.7%
-32.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -0.6% |
| 7D | +24.4% | +0.6% | +23.7% | +22.1% |
| 30D | +7.4% | +3.4% | +4.0% | -4.3% |
| 3M | +16.8% | -0.7% | +17.5% | +20.1% |
| 6M | +78.8% | -1.0% | +79.7% | +86.2% |
| YTD | +14.0% | 0.0% | +14.0% | +14.7% |
| 1Y | +16.7% | +0.4% | +16.3% | +15.9% |
| 3Y | +86.4% | +10.5% | +75.9% | +21.7% |
| 5Y | -71.5% | +3.1% | -74.6% | -72.1% |
| All | -26.3% | +5.7% | -32.0% | -50.2% |
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