+425.0%
SAP vs MUB
+76.3%
+348.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | -0.9% | -2.0% | -2.3% |
| 30D | +9.0% | -1.4% | +10.4% | +10.2% |
| 3M | +14.9% | -2.2% | +17.1% | +16.9% |
| 6M | +11.9% | -1.9% | +13.8% | +13.6% |
| YTD | -9.9% | -0.8% | -9.1% | -9.2% |
| 1Y | -19.5% | +2.7% | -22.3% | -21.0% |
| 3Y | +61.8% | +8.6% | +53.2% | +53.0% |
| 5Y | +56.2% | +2.0% | +54.1% | +53.3% |
| 10Y | +180.6% | +17.9% | +162.7% | +159.7% |
| All | +425.0% | +76.3% | +348.7% | +288.0% |
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