+266.8%
USB vs MUB
+76.3%
+190.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | -1.3% | -1.4% | +0.1% | -1.0% |
| 3M | +15.2% | -2.2% | +17.4% | +15.9% |
| 6M | +18.8% | -1.9% | +20.7% | +19.4% |
| YTD | +21.0% | -0.8% | +21.8% | +21.3% |
| 1Y | +34.0% | +2.7% | +31.3% | +33.2% |
| 3Y | +95.3% | +8.6% | +86.7% | +91.6% |
| 5Y | +40.4% | +2.0% | +38.3% | +39.0% |
| 10Y | +107.3% | +17.9% | +89.4% | +106.1% |
| All | +266.8% | +76.3% | +190.5% | +254.3% |
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