+324.1%
SYY vs MUB
+76.3%
+247.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.3% | -0.9% | -1.4% | -1.6% |
| 30D | -4.9% | -1.4% | -3.5% | -3.7% |
| 3M | +8.4% | -2.2% | +10.5% | +10.5% |
| 6M | -7.4% | -1.9% | -5.5% | -5.8% |
| YTD | +11.0% | -0.8% | +11.8% | +11.7% |
| 1Y | -0.2% | +2.7% | -3.0% | -2.7% |
| 3Y | +23.8% | +8.6% | +15.2% | +15.0% |
| 5Y | +18.1% | +2.0% | +16.1% | +16.0% |
| 10Y | +94.6% | +17.9% | +76.7% | +79.5% |
| All | +324.1% | +76.3% | +247.9% | +245.5% |
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