+8.1%
ORCL vs MUB
+10.5%
-2.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.8% |
| 7D | -6.5% | +0.6% | -7.1% | -7.6% |
| 30D | -16.6% | +3.4% | -20.0% | -21.8% |
| 3M | -21.6% | -0.7% | -20.9% | -20.5% |
| 6M | -39.4% | -1.0% | -38.4% | -38.2% |
| YTD | -38.7% | 0.0% | -38.6% | -38.4% |
| 1Y | -50.4% | +0.4% | -50.7% | -50.4% |
| 3Y | +8.1% | +10.5% | -2.4% | -6.1% |
| All | +8.1% | +10.5% | -2.4% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling