+4,010.5%
LLY vs MUB
+78.3%
+3,932.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.5% | +0.7% | -5.2% | -4.8% |
| 30D | +13.9% | +4.4% | +9.5% | +11.4% |
| 3M | +13.8% | -0.2% | +13.9% | +13.9% |
| 6M | +37.6% | -0.6% | +38.2% | +38.0% |
| YTD | +26.6% | +0.3% | +26.3% | +26.4% |
| 1Y | +45.3% | +0.8% | +44.6% | +44.8% |
| 3Y | +132.2% | +12.0% | +120.2% | +119.3% |
| 5Y | +434.7% | +3.4% | +431.2% | +424.7% |
| 10Y | +2,084.3% | +20.7% | +2,063.6% | +1,931.9% |
| All | +4,010.5% | +78.3% | +3,932.2% | +3,037.4% |
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