+1,018.3%
GILD vs MUB
+74.8%
+943.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -4.8% | -0.8% | -4.0% | -4.7% |
| 30D | +5.8% | -2.4% | +8.2% | +6.1% |
| 3M | +14.9% | -2.8% | +17.8% | +15.3% |
| 6M | -0.4% | -2.2% | +1.9% | -0.1% |
| YTD | +18.5% | -1.6% | +20.1% | +18.7% |
| 1Y | +25.1% | 0.0% | +25.1% | +25.2% |
| 3Y | +105.9% | +7.9% | +98.0% | +104.9% |
| 5Y | +143.0% | +1.2% | +141.8% | +141.5% |
| 10Y | +162.4% | +17.2% | +145.2% | +162.6% |
| All | +1,018.3% | +74.8% | +943.5% | +859.7% |
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