+1,091.2%
PSX vs MUB
+38.5%
+1,052.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -7.8% | +0.6% | -8.4% | -8.2% |
| 30D | -9.9% | +3.4% | -13.3% | -11.8% |
| 3M | +16.9% | -0.7% | +17.6% | +17.4% |
| 6M | +48.0% | -1.0% | +48.9% | +48.7% |
| YTD | +98.3% | 0.0% | +98.4% | +97.8% |
| 1Y | +86.2% | +0.4% | +85.8% | +85.1% |
| 3Y | +144.0% | +10.5% | +133.5% | +125.5% |
| 5Y | +287.7% | +3.1% | +284.6% | +279.0% |
| 10Y | +338.3% | +22.0% | +316.3% | +327.4% |
| All | +1,091.2% | +38.5% | +1,052.7% | +1,105.0% |
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