-7.0%
IBM vs MUB
+2.0%
-9.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | -0.3% | +0.6% | +1.0% |
| 30D | -1.5% | -1.5% | +0.1% | +2.1% |
| 3M | -16.8% | -1.9% | -14.8% | -13.4% |
| 6M | -9.0% | -1.7% | -7.3% | -7.1% |
| YTD | -20.1% | -0.8% | -19.3% | -18.0% |
| 1Y | -7.0% | +1.5% | -8.5% | +2.4% |
| All | -7.0% | +2.0% | -9.0% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling