+1,964.8%
AMAT vs MUB
+77.6%
+1,887.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.4% | -14.0% | -13.9% |
| 7D | -24.3% | +0.9% | -25.2% | -24.8% |
| 30D | -39.8% | +3.8% | -43.5% | -41.5% |
| 3M | -40.2% | -0.7% | -39.5% | -39.9% |
| 6M | -22.1% | -0.8% | -21.3% | -21.6% |
| YTD | +24.7% | 0.0% | +24.7% | +24.8% |
| 1Y | +33.3% | +0.6% | +32.6% | +32.8% |
| 3Y | +133.9% | +11.4% | +122.5% | +116.0% |
| 5Y | +117.1% | +3.1% | +114.0% | +111.0% |
| 10Y | +1,158.7% | +20.2% | +1,138.4% | +1,080.9% |
| All | +1,964.8% | +77.6% | +1,887.2% | +1,620.1% |
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 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