+704.5%
UMC vs MUB
+76.5%
+628.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +11.2% | -1.3% | +12.5% | +11.7% |
| 30D | -28.0% | +2.2% | -30.2% | -28.6% |
| 3M | -20.5% | -1.6% | -18.9% | -20.1% |
| 6M | -1.6% | -1.3% | -0.3% | -1.1% |
| YTD | +99.4% | -0.7% | +100.0% | +100.0% |
| 1Y | +120.4% | -0.2% | +120.6% | +120.8% |
| 3Y | +134.2% | +9.6% | +124.6% | +127.9% |
| 5Y | +78.8% | +2.6% | +76.3% | +76.0% |
| 10Y | +1,280.4% | +21.5% | +1,258.9% | +1,240.5% |
| All | +704.5% | +76.5% | +628.0% | +575.0% |
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