-22.8%
LYB vs MUB
+7.9%
-30.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | +2.5% | -2.4% | +4.8% | +2.8% |
| 3M | +1.4% | -2.8% | +4.2% | +1.8% |
| 6M | -3.5% | -2.2% | -1.3% | -3.3% |
| YTD | +52.0% | -1.6% | +53.6% | +51.2% |
| 1Y | +22.1% | 0.0% | +22.0% | +19.5% |
| 3Y | -22.8% | +7.9% | -30.6% | -31.5% |
| All | -22.8% | +7.9% | -30.7% | -31.5% |
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 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