+22.7%
USB vs MUB
+3.2%
+19.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -1.5% | +0.9% | -2.4% | -2.0% |
| 30D | +4.3% | +3.8% | +0.5% | +2.3% |
| 3M | -6.1% | -0.7% | -5.4% | -5.8% |
| 6M | +9.4% | -0.8% | +10.2% | +9.8% |
| YTD | +15.2% | 0.0% | +15.2% | +15.2% |
| 1Y | +32.8% | +0.6% | +32.1% | +32.4% |
| 3Y | +91.3% | +11.4% | +79.9% | +82.0% |
| 5Y | +22.7% | +3.1% | +19.6% | -17.2% |
| All | +22.7% | +3.2% | +19.4% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling