+147.1%
AMAT vs MUB
+2.5%
+144.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.3% |
| 7D | +11.4% | -1.3% | +12.6% | +13.0% |
| 30D | -17.0% | +2.2% | -19.2% | -19.3% |
| 3M | -30.6% | -1.6% | -29.0% | -28.9% |
| 6M | -14.9% | -1.3% | -13.7% | -13.0% |
| YTD | +44.7% | -0.7% | +45.3% | +47.1% |
| 1Y | +66.9% | -0.2% | +67.1% | +68.8% |
| 3Y | +153.3% | +9.6% | +143.7% | +119.2% |
| All | +147.1% | +2.5% | +144.6% | +105.5% |
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