+131.4%
WMT vs MUB
+0.7%
+130.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -2.5% | -1.2% | -1.3% | -1.8% |
| 30D | -6.4% | -2.8% | -3.7% | -4.9% |
| 3M | -12.1% | -3.1% | -9.1% | -10.6% |
| 6M | -15.0% | -2.9% | -12.1% | -13.6% |
| YTD | -4.5% | -2.0% | -2.5% | -3.4% |
| 1Y | +6.2% | 0.0% | +6.2% | +6.1% |
| 3Y | +99.9% | +7.4% | +92.5% | +91.3% |
| 5Y | +131.4% | +0.8% | +130.7% | +127.7% |
| All | +131.4% | +0.7% | +130.7% | +127.7% |
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