+767.4%
GOOG vs MUB
+16.7%
+750.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.3% |
| 7D | -2.5% | -1.2% | -1.3% | -1.4% |
| 30D | -3.6% | -2.8% | -0.9% | -1.0% |
| 3M | -6.4% | -3.1% | -3.4% | -3.6% |
| 6M | +7.8% | -2.9% | +10.6% | +10.9% |
| YTD | +5.5% | -2.0% | +7.5% | +7.8% |
| 1Y | +38.3% | 0.0% | +38.3% | +38.8% |
| 3Y | +143.1% | +7.4% | +135.7% | +127.5% |
| 5Y | +135.0% | +0.8% | +134.2% | +131.7% |
| All | +767.4% | +16.7% | +750.7% | +758.5% |
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