+627.6%
ORCL vs MUB
+77.8%
+549.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -11.2% | +0.7% | -11.9% | -11.6% |
| 30D | -18.8% | +4.4% | -23.2% | -21.0% |
| 3M | -18.8% | -0.4% | -18.3% | -18.5% |
| 6M | -39.7% | -0.9% | -38.9% | -39.4% |
| YTD | -39.6% | +0.1% | -39.7% | -39.6% |
| 1Y | -51.7% | +0.5% | -52.2% | -51.8% |
| 3Y | +10.2% | +11.7% | -1.5% | +4.0% |
| 5Y | +30.8% | +3.2% | +27.7% | +28.3% |
| 10Y | +252.1% | +20.3% | +231.7% | +228.6% |
| All | +627.6% | +77.8% | +549.9% | +468.6% |
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 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