+93.9%
QQQ vs MUB
+0.7%
+93.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.2% |
| 7D | -1.3% | -1.2% | 0.0% | +0.2% |
| 30D | -1.4% | -2.8% | +1.4% | +2.0% |
| 3M | +2.3% | -3.1% | +5.3% | +6.1% |
| 6M | +16.9% | -2.9% | +19.7% | +21.1% |
| YTD | +15.6% | -2.0% | +17.7% | +18.7% |
| 1Y | +22.6% | 0.0% | +22.7% | +23.2% |
| 3Y | +93.5% | +7.4% | +86.1% | +76.2% |
| 5Y | +93.9% | +0.8% | +93.1% | +81.6% |
| All | +93.9% | +0.7% | +93.2% | +81.6% |
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 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