+366.8%
CSCO vs MUB
+17.9%
+349.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -10.1% | -1.5% | -8.6% | -9.3% |
| 3M | -11.7% | -1.9% | -9.8% | -10.8% |
| 6M | +40.1% | -1.7% | +41.8% | +41.4% |
| YTD | +43.8% | -0.8% | +44.6% | +44.4% |
| 1Y | +66.6% | +1.5% | +65.1% | +65.3% |
| 3Y | +108.5% | +8.8% | +99.7% | +98.3% |
| 5Y | +114.0% | +2.0% | +112.0% | +111.1% |
| 10Y | +366.8% | +18.0% | +348.9% | +397.0% |
| All | +366.8% | +17.9% | +349.0% | +397.0% |
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