+843.9%
GLW vs MUB
+76.3%
+767.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | -0.9% | +4.6% | +4.2% |
| 30D | -1.3% | -1.4% | +0.1% | -0.7% |
| 3M | -21.8% | -2.2% | -19.7% | -21.0% |
| 6M | +6.9% | -1.9% | +8.8% | +7.9% |
| YTD | +77.2% | -0.8% | +77.9% | +78.1% |
| 1Y | +123.2% | +2.7% | +120.5% | +121.6% |
| 3Y | +400.0% | +8.6% | +391.4% | +386.4% |
| 5Y | +342.8% | +2.0% | +340.8% | +337.4% |
| 10Y | +771.4% | +17.9% | +753.5% | +750.2% |
| All | +843.9% | +76.3% | +767.6% | +768.4% |
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