+559.4%
GLW vs MUB
+23.3%
+536.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.2% | +7.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.0% |
| 30D | -18.2% | +3.9% | -22.1% | -21.5% |
| 3M | -24.2% | -0.2% | -24.0% | -24.0% |
| 6M | -41.7% | -0.4% | -41.3% | -41.4% |
| YTD | +38.3% | +0.5% | +37.8% | +38.1% |
| 1Y | +38.2% | +0.7% | +37.5% | +37.9% |
| 3Y | +363.4% | +11.1% | +352.3% | +320.2% |
| 5Y | +254.6% | +3.7% | +250.8% | +241.0% |
| All | +559.4% | +23.3% | +536.1% | +574.6% |
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