+70.5%
ILMN vs MUB
+21.2%
+49.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | -2.6% | +1.0% | -3.6% | -4.0% |
| 30D | -20.6% | +3.9% | -24.5% | -25.0% |
| 3M | +17.5% | -0.4% | +17.8% | +18.0% |
| 6M | +55.6% | -0.6% | +56.2% | +56.8% |
| YTD | +68.3% | +0.4% | +67.9% | +67.4% |
| 1Y | +81.1% | +0.8% | +80.3% | +79.0% |
| 3Y | +112.2% | +11.3% | +100.8% | +82.5% |
| 5Y | -42.6% | +3.4% | -46.0% | -46.2% |
| 10Y | +70.5% | +21.9% | +48.6% | +67.2% |
| All | +70.5% | +21.2% | +49.3% | +67.2% |
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