+50.6%
LYB vs MUB
+0.1%
+50.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.2% | -3.9% |
| 7D | -6.2% | +0.6% | -6.8% | -5.2% |
| 30D | +6.3% | +3.2% | +3.1% | +13.5% |
| 3M | +4.1% | -1.1% | +5.1% | -5.0% |
| 6M | -15.5% | -1.1% | -14.3% | -23.0% |
| YTD | +50.2% | -0.5% | +50.7% | +33.0% |
| 1Y | +50.6% | 0.0% | +50.6% | +32.0% |
| All | +50.6% | +0.1% | +50.5% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling