-68.8%
U vs MUB
+2.2%
-71.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | -3.8% | -0.9% | -3.0% | -1.1% |
| 30D | +17.5% | -1.4% | +18.9% | +23.0% |
| 3M | +38.7% | -2.2% | +40.9% | +49.1% |
| 6M | +104.4% | -1.9% | +106.3% | +118.4% |
| YTD | -5.7% | -0.8% | -4.9% | -3.0% |
| 1Y | +3.7% | +2.7% | +0.9% | -5.2% |
| 3Y | +12.3% | +8.6% | +3.7% | -18.3% |
| All | -68.8% | +2.2% | -71.1% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling