+163.6%
W vs MUB
+27.4%
+136.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.4% |
| 7D | -4.2% | -0.9% | -3.3% | -0.9% |
| 30D | -7.6% | -1.4% | -6.1% | -2.2% |
| 3M | +37.2% | -2.2% | +39.3% | +50.5% |
| 6M | +26.3% | -1.9% | +28.2% | +38.2% |
| YTD | -1.0% | -0.8% | -0.2% | +3.9% |
| 1Y | +20.1% | +2.7% | +17.3% | +10.9% |
| 3Y | +37.8% | +8.6% | +29.2% | +5.1% |
| 5Y | -63.7% | +2.0% | -65.7% | -65.2% |
| 10Y | +156.3% | +17.9% | +138.4% | +133.1% |
| All | +163.6% | +27.4% | +136.2% | +230.5% |
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