+985.1%
UMC vs MUB
+76.3%
+908.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.0% | -0.9% | +5.8% | +5.3% |
| 30D | +7.7% | -1.4% | +9.1% | +8.2% |
| 3M | +1.7% | -2.2% | +3.8% | +2.5% |
| 6M | +113.9% | -1.9% | +115.8% | +115.5% |
| YTD | +168.9% | -0.8% | +169.7% | +170.0% |
| 1Y | +207.2% | +2.7% | +204.5% | +204.9% |
| 3Y | +227.7% | +8.6% | +219.1% | +219.7% |
| 5Y | +118.0% | +2.0% | +116.0% | +114.9% |
| 10Y | +1,682.1% | +17.9% | +1,664.2% | +1,633.4% |
| All | +985.1% | +76.3% | +908.8% | +811.0% |
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