+98.3%
USB vs MUB
+8.6%
+89.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -0.9% | +2.3% | +2.2% |
| 30D | -1.3% | -1.4% | +0.1% | -0.1% |
| 3M | +15.2% | -2.2% | +17.4% | +17.5% |
| 6M | +18.8% | -1.9% | +20.7% | +20.8% |
| YTD | +21.0% | -0.8% | +21.8% | +22.0% |
| 1Y | +34.0% | +2.7% | +31.3% | +31.0% |
| All | +98.3% | +8.6% | +89.6% | +66.6% |
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