+363.0%
CSCO vs MUB
+78.3%
+284.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -10.2% | +0.7% | -10.9% | -10.4% |
| 30D | -20.1% | +4.4% | -24.4% | -21.0% |
| 3M | -22.1% | -0.2% | -21.9% | -22.0% |
| 6M | +3.2% | -0.6% | +3.8% | +3.4% |
| YTD | +24.1% | +0.3% | +23.7% | +24.0% |
| 1Y | +34.6% | +0.8% | +33.8% | +34.3% |
| 3Y | +90.0% | +12.0% | +78.0% | +83.8% |
| 5Y | +88.6% | +3.4% | +85.1% | +86.2% |
| 10Y | +316.5% | +20.7% | +295.8% | +303.4% |
| All | +363.0% | +78.3% | +284.7% | +287.4% |
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