+23.9%
BABA vs MUB
+29.3%
-5.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +11.6% | +0.7% | +10.9% | +10.9% |
| 30D | +2.3% | +4.4% | -2.1% | -1.7% |
| 3M | -13.7% | -0.4% | -13.3% | -13.4% |
| 6M | -21.9% | -0.9% | -21.0% | -21.3% |
| YTD | -24.6% | +0.1% | -24.7% | -24.7% |
| 1Y | -34.1% | +0.5% | -34.6% | -34.4% |
| 3Y | +36.3% | +11.7% | +24.5% | +24.2% |
| 5Y | -26.7% | +3.2% | -29.9% | -30.7% |
| 10Y | +19.2% | +20.3% | -1.1% | +16.7% |
| All | +23.9% | +29.3% | -5.4% | +46.6% |
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