+291.8%
IBM vs MUB
+76.3%
+215.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | +0.3% | -1.4% | +1.7% | +0.8% |
| 3M | -21.6% | -2.2% | -19.5% | -21.0% |
| 6M | -4.7% | -1.9% | -2.8% | -4.0% |
| YTD | -19.1% | -0.8% | -18.3% | -18.8% |
| 1Y | -2.5% | +2.7% | -5.2% | -3.3% |
| 3Y | +74.2% | +8.6% | +65.6% | +69.4% |
| 5Y | +113.1% | +2.0% | +111.1% | +111.4% |
| 10Y | +133.5% | +17.9% | +115.6% | +126.9% |
| All | +291.8% | +76.3% | +215.5% | +274.7% |
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