-22.0%
SLB vs MUB
+78.4%
-100.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -3.7% | +1.0% | -4.7% | -4.0% |
| 30D | +2.9% | +3.9% | -0.9% | +1.8% |
| 3M | +0.2% | -0.4% | +0.6% | +0.3% |
| 6M | -4.4% | -0.6% | -3.9% | -4.3% |
| YTD | +33.4% | +0.4% | +33.0% | +33.3% |
| 1Y | +40.8% | +0.8% | +39.9% | +40.4% |
| 3Y | +3.2% | +11.3% | -8.1% | +0.1% |
| 5Y | +64.8% | +3.4% | +61.4% | +63.6% |
| 10Y | -16.6% | +21.9% | -38.5% | -18.4% |
| All | -22.0% | +78.4% | -100.4% | -34.4% |
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