+74.1%
MUB vs MKC
+303.4%
-229.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.4% |
| 7D | -1.3% | -3.0% | +1.7% | -1.2% |
| 30D | +2.2% | +4.8% | -2.6% | +2.0% |
| 3M | -1.6% | -12.8% | +11.2% | -1.2% |
| 6M | -1.3% | +5.0% | -6.3% | -1.5% |
| YTD | -0.7% | -29.1% | +28.4% | +0.3% |
| 1Y | -0.2% | -26.4% | +26.2% | +0.6% |
| 3Y | +9.6% | -21.6% | +31.3% | +10.2% |
| 5Y | +2.6% | -35.2% | +37.8% | +3.5% |
| 10Y | +21.5% | +25.6% | -4.2% | +20.5% |
| All | +74.1% | +303.4% | -229.3% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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