+509.6%
MRK vs MUB
+76.3%
+433.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | -0.9% | +2.2% | +1.7% |
| 30D | +17.1% | -1.4% | +18.6% | +17.8% |
| 3M | +25.9% | -2.2% | +28.1% | +27.0% |
| 6M | +26.8% | -1.9% | +28.7% | +27.8% |
| YTD | +44.9% | -0.8% | +45.7% | +45.4% |
| 1Y | +84.8% | +2.7% | +82.1% | +83.0% |
| 3Y | +50.1% | +8.6% | +41.5% | +45.6% |
| 5Y | +127.4% | +2.0% | +125.4% | +125.7% |
| 10Y | +240.0% | +17.9% | +222.0% | +224.4% |
| All | +509.6% | +76.3% | +433.3% | +371.9% |
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 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