+63.6%
AMGN vs MUB
+8.2%
+55.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.3% |
| 7D | -11.6% | -0.7% | -10.9% | -10.7% |
| 30D | -5.7% | -2.0% | -3.7% | -2.9% |
| 3M | +14.2% | -2.5% | +16.8% | +18.5% |
| 6M | +5.2% | -2.3% | +7.5% | +8.9% |
| YTD | +22.0% | -1.3% | +23.3% | +24.4% |
| 1Y | +43.6% | +1.1% | +42.5% | +41.6% |
| All | +63.6% | +8.2% | +55.3% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling