+436.6%
CSCO vs MUB
+76.3%
+360.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.7% | -0.9% | +0.2% | -0.4% |
| 30D | -10.1% | -1.4% | -8.7% | -9.8% |
| 3M | -15.7% | -2.2% | -13.5% | -15.2% |
| 6M | +36.3% | -1.9% | +38.2% | +37.0% |
| YTD | +43.8% | -0.8% | +44.6% | +44.2% |
| 1Y | +63.9% | +2.7% | +61.2% | +62.7% |
| 3Y | +104.4% | +8.6% | +95.8% | +99.4% |
| 5Y | +111.4% | +2.0% | +109.3% | +109.5% |
| 10Y | +361.7% | +17.9% | +343.7% | +349.0% |
| All | +436.6% | +76.3% | +360.3% | +350.5% |
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