+15.5%
TSLA vs MUB
+2.5%
+13.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.2% |
| 7D | +8.9% | -1.3% | +10.2% | +11.4% |
| 30D | +6.3% | +2.2% | +4.1% | +1.8% |
| 3M | +14.8% | -1.6% | +16.4% | +18.3% |
| 6M | -12.4% | -1.3% | -11.1% | -9.9% |
| YTD | -13.2% | -0.7% | -12.6% | -11.7% |
| 1Y | -2.9% | -0.2% | -2.7% | -2.0% |
| 3Y | +74.4% | +9.6% | +64.8% | +49.3% |
| All | +15.5% | +2.5% | +13.0% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling