+73.9%
MUB vs MKC
+342.7%
-268.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -0.9% | -5.9% | +5.0% | -0.7% |
| 30D | -1.4% | -0.9% | -0.5% | -1.4% |
| 3M | -2.2% | +12.7% | -14.9% | -2.6% |
| 6M | -1.9% | -19.3% | +17.4% | -1.3% |
| YTD | -0.8% | -22.2% | +21.4% | -0.1% |
| 1Y | +2.7% | -23.3% | +26.1% | +3.5% |
| 3Y | +8.6% | -30.0% | +38.6% | +9.5% |
| 5Y | +2.0% | -33.8% | +35.8% | +2.9% |
| 10Y | +17.9% | +24.4% | -6.5% | +16.9% |
| All | +73.9% | +342.7% | -268.7% | +68.0% |
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