+144.5%
IBM vs MUB
+17.4%
+127.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.9% |
| 7D | +3.6% | -0.7% | +4.3% | +4.2% |
| 30D | +1.5% | -2.0% | +3.5% | +3.4% |
| 3M | -12.9% | -2.5% | -10.4% | -10.9% |
| 6M | -3.9% | -2.3% | -1.6% | -1.7% |
| YTD | -17.3% | -1.3% | -16.0% | -16.3% |
| 1Y | -5.0% | +1.1% | -6.1% | -5.7% |
| 3Y | +78.2% | +8.2% | +70.0% | +66.1% |
| 5Y | +120.6% | +1.5% | +119.2% | +119.4% |
| 10Y | +144.5% | +17.6% | +126.9% | +135.8% |
| All | +144.5% | +17.4% | +127.1% | +135.8% |
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 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