-51.7%
ORCL vs MUB
+0.8%
-52.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.6% |
| 7D | -11.2% | +0.7% | -11.9% | -12.8% |
| 30D | -18.8% | +4.4% | -23.2% | -29.0% |
| 3M | -18.8% | -0.2% | -18.6% | -16.1% |
| 6M | -39.7% | -0.6% | -39.1% | -36.8% |
| YTD | -39.6% | +0.3% | -40.0% | -39.9% |
| 1Y | -51.7% | +0.8% | -52.5% | -52.6% |
| All | -51.7% | +0.8% | -52.5% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling