+45.8%
AMZN vs MUB
+2.2%
+43.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.8% | -0.3% | +1.1% | +1.2% |
| 30D | -6.4% | -1.5% | -4.8% | -4.6% |
| 3M | +4.8% | -1.9% | +6.7% | +7.4% |
| 6M | +20.5% | -1.7% | +22.2% | +23.2% |
| YTD | +11.3% | -0.8% | +12.1% | +12.6% |
| 1Y | +9.0% | +1.5% | +7.5% | +7.5% |
| 3Y | +85.9% | +8.8% | +77.1% | +62.0% |
| 5Y | +45.8% | +2.0% | +43.8% | +22.1% |
| All | +45.8% | +2.2% | +43.6% | +22.1% |
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 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