+134.2%
UMC vs MUB
+9.9%
+124.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | +11.2% | -1.3% | +12.5% | +12.4% |
| 30D | -28.0% | +2.2% | -30.2% | -29.8% |
| 3M | -20.5% | -1.6% | -18.9% | -18.8% |
| 6M | -1.6% | -1.3% | -0.3% | +0.5% |
| YTD | +99.4% | -0.7% | +100.0% | +102.8% |
| 1Y | +120.4% | -0.2% | +120.6% | +123.5% |
| 3Y | +134.2% | +9.6% | +124.6% | +111.3% |
| All | +134.2% | +9.9% | +124.3% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling