-24.8%
ADSK vs MUB
+0.7%
-25.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +3.6% |
| 7D | -10.9% | -1.2% | -9.7% | -9.2% |
| 30D | -15.9% | -2.8% | -13.1% | -12.1% |
| 3M | -4.4% | -3.1% | -1.3% | +0.4% |
| 6M | -16.6% | -2.9% | -13.8% | -12.8% |
| YTD | -28.5% | -2.0% | -26.5% | -26.2% |
| 1Y | -34.6% | 0.0% | -34.6% | -34.7% |
| 3Y | -3.5% | +7.4% | -10.9% | -16.7% |
| All | -24.8% | +0.7% | -25.5% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling