-2.5%
SLB vs MUB
+18.0%
-20.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | +13.6% | -1.5% | +15.1% | +14.7% |
| 3M | +1.5% | -1.9% | +3.4% | +2.7% |
| 6M | +23.0% | -1.7% | +24.7% | +24.3% |
| YTD | +51.2% | -0.8% | +52.0% | +52.0% |
| 1Y | +63.5% | +1.5% | +62.0% | +62.0% |
| 3Y | +2.5% | +8.8% | -6.3% | -3.0% |
| 5Y | +139.2% | +2.0% | +137.2% | +139.8% |
| All | -2.5% | +18.0% | -20.6% | +6.9% |
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