+209.8%
W vs MUB
+28.9%
+180.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.3% |
| 7D | +3.3% | +1.0% | +2.3% | -0.7% |
| 30D | +10.5% | +3.9% | +6.7% | -4.1% |
| 3M | +9.6% | -0.4% | +10.0% | +11.4% |
| 6M | +76.4% | -0.6% | +76.9% | +82.9% |
| YTD | +16.4% | +0.4% | +16.0% | +16.9% |
| 1Y | +9.3% | +0.8% | +8.5% | +8.1% |
| 3Y | +172.8% | +11.3% | +161.5% | +89.5% |
| 5Y | -53.4% | +3.4% | -56.8% | -57.4% |
| 10Y | +243.6% | +21.9% | +221.7% | +218.2% |
| All | +209.8% | +28.9% | +180.9% | +271.8% |
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