+354.7%
ADSK vs MUB
+75.4%
+279.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | -14.5% | -0.7% | -13.8% | -14.1% |
| 30D | -19.3% | -2.0% | -17.3% | -18.3% |
| 3M | -7.8% | -2.5% | -5.3% | -6.3% |
| 6M | -20.8% | -2.3% | -18.4% | -19.6% |
| YTD | -30.2% | -1.3% | -28.9% | -29.6% |
| 1Y | -36.5% | +1.1% | -37.6% | -36.9% |
| 3Y | -5.7% | +8.2% | -13.9% | -10.2% |
| 5Y | -28.2% | +1.5% | -29.6% | -29.5% |
| 10Y | +209.1% | +17.6% | +191.6% | +197.3% |
| All | +354.7% | +75.4% | +279.4% | +307.4% |
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 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