+3,689.3%
ORLY vs MUB
+76.3%
+3,613.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -8.2% | -1.5% | -6.6% | -7.4% |
| 3M | -3.5% | -1.9% | -1.6% | -2.4% |
| 6M | -9.2% | -1.7% | -7.5% | -8.3% |
| YTD | -5.8% | -0.8% | -5.0% | -5.4% |
| 1Y | -19.3% | +1.5% | -20.8% | -19.9% |
| 3Y | +34.4% | +8.8% | +25.7% | +28.2% |
| 5Y | +117.8% | +2.0% | +115.8% | +115.2% |
| 10Y | +356.9% | +18.0% | +339.0% | +335.3% |
| All | +3,689.3% | +76.3% | +3,613.0% | +3,367.9% |
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