+52.5%
SOXX vs MUB
+0.1%
+52.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.6% | -4.0% |
| 7D | -13.7% | +0.6% | -14.3% | -14.8% |
| 30D | -23.6% | +3.2% | -26.8% | -29.5% |
| 3M | -16.9% | -1.1% | -15.8% | -9.3% |
| 6M | -2.4% | -1.1% | -1.3% | +8.0% |
| YTD | +49.8% | -0.5% | +50.3% | +67.4% |
| 1Y | +52.5% | 0.0% | +52.6% | +71.4% |
| All | +52.5% | +0.1% | +52.4% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling