+256.5%
USB vs MUB
+76.8%
+179.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +2.4% | +0.6% | +1.8% | +2.3% |
| 30D | +6.6% | +3.2% | +3.4% | +5.7% |
| 3M | -4.1% | -1.1% | -3.0% | -3.9% |
| 6M | +12.5% | -1.1% | +13.6% | +12.8% |
| YTD | +17.6% | -0.5% | +18.1% | +17.8% |
| 1Y | +36.5% | 0.0% | +36.5% | +36.5% |
| 3Y | +95.4% | +10.9% | +84.5% | +90.9% |
| 5Y | +26.1% | +2.9% | +23.3% | +24.6% |
| 10Y | +101.3% | +19.7% | +81.6% | +100.2% |
| All | +256.5% | +76.8% | +179.7% | +244.1% |
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