-34.5%
ADSK vs MUB
+0.2%
-34.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | 0.0% |
| 7D | -2.5% | -0.8% | -1.7% | -1.6% |
| 30D | -14.9% | -2.4% | -12.5% | -12.7% |
| 3M | +3.3% | -2.8% | +6.2% | +5.7% |
| 6M | -15.7% | -2.2% | -13.4% | -13.7% |
| YTD | -28.2% | -1.6% | -26.7% | -27.0% |
| 1Y | -34.5% | 0.0% | -34.6% | -31.3% |
| All | -34.5% | +0.2% | -34.8% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling