+1,162.1%
AMAT vs MUB
+20.5%
+1,141.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | -14.7% | +0.7% | -15.4% | -15.8% |
| 30D | -36.1% | +4.4% | -40.5% | -40.7% |
| 3M | -36.9% | -0.4% | -36.4% | -36.5% |
| 6M | -22.2% | -0.9% | -21.3% | -21.0% |
| YTD | +29.9% | +0.1% | +29.9% | +30.1% |
| 1Y | +43.3% | +0.5% | +42.8% | +42.4% |
| 3Y | +142.7% | +11.7% | +131.0% | +97.8% |
| 5Y | +126.2% | +3.2% | +123.1% | +114.1% |
| All | +1,162.1% | +20.5% | +1,141.6% | +1,054.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling