+696.6%
ORCL vs MUB
+77.1%
+619.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | +10.4% | -0.8% | +11.2% | +11.0% |
| 30D | -11.2% | +2.4% | -13.7% | -12.6% |
| 3M | -16.8% | -1.1% | -15.7% | -16.2% |
| 6M | -31.5% | -1.0% | -30.5% | -31.0% |
| YTD | -33.9% | -0.3% | -33.6% | -33.7% |
| 1Y | -43.3% | 0.0% | -43.2% | -43.2% |
| 3Y | +16.5% | +10.2% | +6.3% | +10.7% |
| 5Y | +45.4% | +2.9% | +42.5% | +42.8% |
| 10Y | +274.0% | +21.9% | +252.1% | +248.6% |
| All | +696.6% | +77.1% | +619.5% | +524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling