+246.5%
GM vs MUB
+56.4%
+190.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | -0.9% | +2.8% | +2.6% |
| 30D | -1.4% | -1.4% | +0.1% | -0.2% |
| 3M | +5.9% | -2.2% | +8.1% | +7.8% |
| 6M | +12.4% | -1.9% | +14.3% | +14.2% |
| YTD | +8.6% | -0.8% | +9.4% | +9.5% |
| 1Y | +52.6% | +2.7% | +49.9% | +49.7% |
| 3Y | +169.7% | +8.6% | +161.1% | +153.5% |
| 5Y | +87.5% | +2.0% | +85.5% | +83.6% |
| 10Y | +233.0% | +17.9% | +215.0% | +216.5% |
| All | +246.5% | +56.4% | +190.1% | +230.8% |
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