+1.2%
MUB vs WYNN
-11.0%
+12.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.4% |
| 7D | -0.8% | -4.2% | +3.4% | -0.8% |
| 30D | -2.4% | -14.6% | +12.2% | -2.2% |
| 3M | -2.8% | -18.4% | +15.6% | -2.7% |
| 6M | -2.2% | -11.9% | +9.7% | -2.1% |
| YTD | -1.6% | -26.6% | +25.0% | -1.3% |
| 1Y | 0.0% | -28.5% | +28.6% | +0.3% |
| 3Y | +7.9% | -5.1% | +13.0% | +7.7% |
| All | +1.2% | -11.0% | +12.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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