+2,795.4%
SOXX vs MUB
+74.8%
+2,720.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.6% |
| 7D | +1.4% | -0.8% | +2.2% | +1.9% |
| 30D | -3.6% | -2.4% | -1.2% | -2.2% |
| 3M | -10.2% | -2.8% | -7.3% | -8.6% |
| 6M | +54.2% | -2.2% | +56.5% | +56.5% |
| YTD | +75.2% | -1.6% | +76.8% | +77.2% |
| 1Y | +107.5% | 0.0% | +107.5% | +108.0% |
| 3Y | +226.8% | +7.9% | +218.9% | +214.1% |
| 5Y | +251.2% | +1.2% | +250.0% | +246.4% |
| 10Y | +1,567.6% | +17.2% | +1,550.4% | +1,508.2% |
| All | +2,795.4% | +74.8% | +2,720.6% | +2,463.2% |
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 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