+152.0%
GE vs MUB
+17.4%
+134.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.2% |
| 7D | -1.2% | -0.7% | -0.5% | -0.4% |
| 30D | -11.3% | -2.0% | -9.3% | -9.3% |
| 3M | -1.4% | -2.5% | +1.1% | +1.5% |
| 6M | +1.2% | -2.3% | +3.5% | +4.1% |
| YTD | +5.9% | -1.3% | +7.2% | +7.8% |
| 1Y | +18.4% | +1.1% | +17.3% | +17.5% |
| 3Y | +271.0% | +8.2% | +262.8% | +238.9% |
| 5Y | +417.9% | +1.5% | +416.5% | +413.7% |
| 10Y | +152.0% | +17.6% | +134.4% | +140.9% |
| All | +152.0% | +17.4% | +134.5% | +140.9% |
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