+2,495.3%
FICO vs MUB
+76.3%
+2,419.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | -0.9% | -18.3% | -18.6% |
| 30D | -14.6% | -1.4% | -13.2% | -13.5% |
| 3M | -20.1% | -2.2% | -17.9% | -18.6% |
| 6M | -36.3% | -1.9% | -34.4% | -35.2% |
| YTD | -44.9% | -0.8% | -44.1% | -44.4% |
| 1Y | -38.6% | +2.7% | -41.4% | -39.8% |
| 3Y | +4.0% | +8.6% | -4.6% | -2.3% |
| 5Y | +99.5% | +2.0% | +97.5% | +94.3% |
| 10Y | +604.7% | +17.9% | +586.7% | +564.3% |
| All | +2,495.3% | +76.3% | +2,419.0% | +2,085.3% |
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