+2,200.9%
GOOGL vs MUB
+78.1%
+2,122.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +1.6% | +0.4% | +1.1% | +1.4% |
| 30D | -16.8% | +3.6% | -20.4% | -18.1% |
| 3M | -14.6% | -0.5% | -14.1% | -14.4% |
| 6M | -24.4% | -0.6% | -23.8% | -24.2% |
| YTD | -6.1% | +0.3% | -6.3% | -6.1% |
| 1Y | +1.0% | +0.4% | +0.6% | +0.9% |
| 3Y | +123.4% | +10.8% | +112.6% | +114.5% |
| 5Y | +103.2% | +3.4% | +99.8% | +99.3% |
| 10Y | +667.7% | +22.6% | +645.1% | +639.7% |
| All | +2,200.9% | +78.1% | +2,122.8% | +1,993.8% |
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