+235.4%
SAP vs MUB
+22.3%
+213.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +1.2% |
| 7D | -3.9% | -0.8% | -3.1% | -2.8% |
| 30D | +6.5% | +2.4% | +4.1% | +3.0% |
| 3M | +14.7% | -1.1% | +15.8% | +16.6% |
| 6M | +39.9% | -1.0% | +40.9% | +42.1% |
| YTD | -2.0% | -0.3% | -1.7% | -1.2% |
| 1Y | -6.0% | 0.0% | -6.0% | -5.7% |
| 3Y | +67.7% | +10.2% | +57.5% | +47.0% |
| 5Y | +78.8% | +2.9% | +75.9% | +71.3% |
| All | +235.4% | +22.3% | +213.1% | +192.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling