+82.2%
IBM vs MUB
+9.9%
+72.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +1.6% | -1.3% | +2.8% | +3.0% |
| 30D | +9.2% | +2.2% | +7.0% | +6.5% |
| 3M | +4.9% | -1.6% | +6.6% | +6.4% |
| 6M | +16.8% | -1.3% | +18.0% | +18.0% |
| YTD | -14.3% | -0.7% | -13.6% | -13.8% |
| 1Y | -16.7% | -0.2% | -16.5% | -16.5% |
| 3Y | +82.2% | +9.6% | +72.6% | +73.1% |
| All | +82.2% | +9.9% | +72.3% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling