+533.2%
XYZ vs MUB
+24.3%
+509.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -0.9% | -0.1% | +1.2% |
| 30D | -1.7% | -1.4% | -0.3% | +2.0% |
| 3M | +16.7% | -2.2% | +18.9% | +23.6% |
| 6M | +26.9% | -1.9% | +28.7% | +33.6% |
| YTD | +27.1% | -0.8% | +27.9% | +30.3% |
| 1Y | +9.3% | +2.7% | +6.5% | +2.8% |
| 3Y | +42.3% | +8.6% | +33.7% | +16.2% |
| 5Y | -69.3% | +2.0% | -71.4% | -70.9% |
| 10Y | +586.8% | +17.9% | +568.9% | +507.0% |
| All | +533.2% | +24.3% | +509.0% | +552.9% |
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