+2,541.5%
GOOG vs MUB
+76.3%
+2,465.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | -0.9% | -1.3% | -1.8% |
| 30D | -6.8% | -1.4% | -5.4% | -6.3% |
| 3M | -9.1% | -2.2% | -6.9% | -8.2% |
| 6M | +10.7% | -1.9% | +12.6% | +11.7% |
| YTD | +7.1% | -0.8% | +7.8% | +7.5% |
| 1Y | +44.6% | +2.7% | +41.9% | +43.4% |
| 3Y | +147.4% | +8.6% | +138.8% | +139.7% |
| 5Y | +133.8% | +2.0% | +131.8% | +130.5% |
| 10Y | +777.5% | +17.9% | +759.6% | +750.4% |
| All | +2,541.5% | +76.3% | +2,465.3% | +2,317.4% |
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