+24.5%
USB vs MUB
+3.0%
+21.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | +6.4% | +3.4% | +3.0% | +4.5% |
| 3M | -4.5% | -0.7% | -3.8% | -4.2% |
| 6M | +11.4% | -1.0% | +12.3% | +11.9% |
| YTD | +17.1% | 0.0% | +17.1% | +17.1% |
| 1Y | +32.6% | +0.4% | +32.2% | +32.4% |
| 3Y | +101.8% | +10.5% | +91.3% | +92.2% |
| All | +24.5% | +3.0% | +21.5% | -15.2% |
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