+77.5%
QQQ vs MUB
+2.5%
+75.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +3.6% | -1.3% | +4.9% | +5.1% |
| 30D | -6.7% | +2.2% | -8.9% | -9.0% |
| 3M | -7.0% | -1.6% | -5.4% | -5.2% |
| 6M | -4.7% | -1.3% | -3.4% | -3.1% |
| YTD | +11.1% | -0.7% | +11.7% | +12.2% |
| 1Y | +12.3% | -0.2% | +12.5% | +12.9% |
| 3Y | +83.3% | +9.6% | +73.7% | +62.4% |
| All | +77.5% | +2.5% | +75.0% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling