+94.2%
ILMN vs MUB
+11.6%
+82.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.3% |
| 7D | -9.7% | +0.7% | -10.4% | -10.6% |
| 30D | -20.4% | +4.4% | -24.8% | -26.0% |
| 3M | +10.0% | -0.4% | +10.5% | +11.7% |
| 6M | +49.5% | -0.9% | +50.4% | +53.2% |
| YTD | +62.5% | +0.1% | +62.4% | +64.0% |
| 1Y | +76.0% | +0.5% | +75.5% | +76.3% |
| 3Y | +94.2% | +11.7% | +82.5% | +48.0% |
| All | +94.2% | +11.6% | +82.6% | +48.0% |
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