-39.0%
U vs MUB
+4.9%
-43.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | -3.8% | -0.9% | -3.0% | -0.9% |
| 30D | +17.5% | -1.4% | +18.9% | +23.4% |
| 3M | +38.7% | -2.2% | +40.9% | +50.0% |
| 6M | +104.4% | -1.9% | +106.3% | +119.6% |
| YTD | -5.7% | -0.8% | -4.9% | -2.8% |
| 1Y | +3.7% | +2.7% | +0.9% | -6.0% |
| 3Y | +12.3% | +8.6% | +3.7% | -20.9% |
| 5Y | -68.8% | +2.0% | -70.9% | -68.1% |
| All | -39.0% | +4.9% | -43.9% | -57.8% |
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 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