+130.3%
MRK vs MUB
+0.7%
+129.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -5.0% | -1.2% | -3.8% | -4.5% |
| 30D | +11.0% | -2.8% | +13.7% | +12.3% |
| 3M | +22.4% | -3.1% | +25.4% | +24.1% |
| 6M | +25.4% | -2.9% | +28.3% | +27.0% |
| YTD | +39.5% | -2.0% | +41.5% | +40.8% |
| 1Y | +78.0% | 0.0% | +78.0% | +78.6% |
| 3Y | +45.5% | +7.4% | +38.1% | +43.9% |
| 5Y | +130.3% | +0.8% | +129.5% | +96.9% |
| All | +130.3% | +0.7% | +129.5% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling