+1,232.5%
WMT vs MUB
+76.5%
+1,156.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +2.0% | -1.3% | +3.3% | +2.4% |
| 30D | +10.3% | +2.2% | +8.1% | +9.6% |
| 3M | +11.0% | -1.6% | +12.6% | +11.5% |
| 6M | -2.3% | -1.3% | -1.1% | -2.0% |
| YTD | +15.7% | -0.7% | +16.4% | +15.9% |
| 1Y | +26.0% | -0.2% | +26.2% | +26.0% |
| 3Y | +136.5% | +9.6% | +126.9% | +130.3% |
| 5Y | +176.8% | +2.6% | +174.3% | +173.9% |
| 10Y | +537.5% | +21.5% | +516.1% | +512.9% |
| All | +1,232.5% | +76.5% | +1,156.0% | +1,048.0% |
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