+639.9%
LYB vs MUB
+52.1%
+587.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | +1.5% | -2.8% | +4.3% | +2.6% |
| 3M | -0.3% | -3.1% | +2.8% | +0.9% |
| 6M | +0.1% | -2.9% | +2.9% | +1.1% |
| YTD | +53.4% | -2.0% | +55.5% | +54.3% |
| 1Y | +25.6% | 0.0% | +25.7% | +25.1% |
| 3Y | -21.3% | +7.4% | -28.7% | -24.2% |
| 5Y | -2.4% | +0.8% | -3.2% | -3.8% |
| 10Y | +48.8% | +16.7% | +32.1% | +48.7% |
| All | +639.9% | +52.1% | +587.8% | +682.2% |
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