+263.0%
UMC vs MUB
+8.2%
+254.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.6% |
| 7D | +13.6% | -0.7% | +14.3% | +14.5% |
| 30D | +20.8% | -2.0% | +22.7% | +23.5% |
| 3M | +16.1% | -2.5% | +18.7% | +19.7% |
| 6M | +137.3% | -2.3% | +139.6% | +143.9% |
| YTD | +193.8% | -1.3% | +195.1% | +199.9% |
| 1Y | +236.1% | +1.1% | +235.0% | +236.6% |
| All | +263.0% | +8.2% | +254.8% | +224.8% |
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 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