+64.8%
XYZ vs MUB
+11.3%
+53.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.4% |
| 7D | -2.2% | +0.4% | -2.6% | -3.1% |
| 30D | +11.6% | +3.9% | +7.7% | +2.8% |
| 3M | +8.4% | -0.2% | +8.6% | +9.3% |
| 6M | +17.2% | -0.4% | +17.5% | +18.8% |
| YTD | +31.7% | +0.5% | +31.2% | +31.4% |
| 1Y | +30.1% | +0.7% | +29.4% | +29.5% |
| All | +64.8% | +11.3% | +53.5% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling