+311.4%
SYY vs MUB
+76.5%
+234.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +0.3% | -1.3% | +1.6% | +1.5% |
| 30D | -4.8% | +2.2% | -7.0% | -6.6% |
| 3M | -7.1% | -1.6% | -5.4% | -5.7% |
| 6M | +6.8% | -1.3% | +8.1% | +8.0% |
| YTD | +7.7% | -0.7% | +8.3% | +8.3% |
| 1Y | +5.7% | -0.2% | +5.9% | +5.8% |
| 3Y | +24.6% | +9.6% | +14.9% | +14.8% |
| 5Y | +15.6% | +2.6% | +13.1% | +13.0% |
| 10Y | +87.9% | +21.5% | +66.4% | +72.1% |
| All | +311.4% | +76.5% | +234.9% | +234.8% |
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