-44.9%
ORCL vs MUB
+0.8%
-45.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.1% |
| 7D | +3.8% | +0.4% | +3.3% | +2.6% |
| 30D | -6.6% | +3.9% | -10.5% | -17.1% |
| 3M | -11.4% | -0.2% | -11.2% | -8.0% |
| 6M | -33.3% | -0.4% | -32.9% | -30.3% |
| YTD | -33.3% | +0.5% | -33.8% | -34.2% |
| 1Y | -44.9% | +0.7% | -45.6% | -46.4% |
| All | -44.9% | +0.8% | -45.7% | -46.4% |
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