+301.0%
CSCO vs MUB
+21.1%
+279.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -10.2% | +0.7% | -10.9% | -10.5% |
| 30D | -20.1% | +4.4% | -24.4% | -21.9% |
| 3M | -22.1% | -0.2% | -21.9% | -22.0% |
| 6M | +3.2% | -0.6% | +3.8% | +3.6% |
| YTD | +24.1% | +0.3% | +23.7% | +23.9% |
| 1Y | +34.6% | +0.8% | +33.8% | +34.0% |
| 3Y | +90.0% | +12.0% | +78.0% | +77.6% |
| 5Y | +88.6% | +3.4% | +85.1% | +84.7% |
| All | +301.0% | +21.1% | +279.8% | +315.8% |
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 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