+199.6%
AMGN vs MUB
+16.7%
+182.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.7% |
| 7D | -13.9% | -1.2% | -12.7% | -13.1% |
| 30D | -7.1% | -2.8% | -4.4% | -5.2% |
| 3M | +13.9% | -3.1% | +17.0% | +16.5% |
| 6M | +3.2% | -2.9% | +6.1% | +5.5% |
| YTD | +19.2% | -2.0% | +21.3% | +21.1% |
| 1Y | +41.1% | 0.0% | +41.2% | +41.4% |
| 3Y | +61.3% | +7.4% | +53.9% | +54.4% |
| 5Y | +109.1% | +0.8% | +108.3% | +107.1% |
| All | +199.6% | +16.7% | +182.9% | +197.2% |
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