+148.8%
IBM vs MUB
+21.1%
+127.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -5.0% | +0.7% | -5.7% | -5.6% |
| 30D | +11.1% | +4.4% | +6.7% | +6.7% |
| 3M | +5.7% | -0.2% | +5.9% | +5.8% |
| 6M | +10.1% | -0.6% | +10.7% | +10.7% |
| YTD | -15.6% | +0.3% | -15.9% | -15.8% |
| 1Y | -19.5% | +0.8% | -20.3% | -20.0% |
| 3Y | +80.4% | +12.0% | +68.4% | +62.9% |
| 5Y | +140.0% | +3.4% | +136.6% | +134.3% |
| All | +148.8% | +21.1% | +127.7% | +137.2% |
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