+190.8%
INFY vs MUB
+75.4%
+115.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -8.7% | -0.7% | -8.0% | -8.2% |
| 30D | -13.0% | -2.0% | -11.0% | -11.7% |
| 3M | -8.8% | -2.5% | -6.2% | -7.1% |
| 6M | -22.6% | -2.3% | -20.2% | -21.2% |
| YTD | -37.3% | -1.3% | -36.0% | -36.7% |
| 1Y | -33.4% | +1.1% | -34.5% | -33.9% |
| 3Y | -32.3% | +8.2% | -40.5% | -36.2% |
| 5Y | -45.2% | +1.5% | -46.7% | -45.9% |
| 10Y | +80.0% | +17.6% | +62.5% | +65.6% |
| All | +190.8% | +75.4% | +115.5% | +105.5% |
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