+75.1%
SAP vs MUB
+11.6%
+63.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.3% |
| 7D | -0.7% | +0.7% | -1.4% | -1.7% |
| 30D | +11.1% | +4.4% | +6.7% | +4.1% |
| 3M | +17.0% | -0.4% | +17.5% | +18.1% |
| 6M | +34.8% | -0.9% | +35.7% | +37.0% |
| YTD | -2.2% | +0.1% | -2.3% | -1.7% |
| 1Y | -6.4% | +0.5% | -6.9% | -6.4% |
| 3Y | +75.1% | +11.7% | +63.4% | +53.2% |
| All | +75.1% | +11.6% | +63.6% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling