+117.1%
AMAT vs MUB
+3.2%
+113.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.4% | -14.0% | -14.0% |
| 7D | -24.3% | +0.9% | -25.2% | -25.1% |
| 30D | -39.8% | +3.8% | -43.5% | -42.5% |
| 3M | -40.2% | -0.7% | -39.5% | -39.3% |
| 6M | -22.1% | -0.8% | -21.3% | -20.7% |
| YTD | +24.7% | 0.0% | +24.7% | +25.9% |
| 1Y | +33.3% | +0.6% | +32.6% | +33.6% |
| 3Y | +133.9% | +11.4% | +122.5% | +97.6% |
| 5Y | +117.1% | +3.1% | +114.0% | +82.0% |
| All | +117.1% | +3.2% | +113.8% | +82.0% |
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