+20.0%
YUM vs MUB
+1.2%
+18.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.5% |
| 7D | -6.1% | -0.8% | -5.2% | -5.3% |
| 30D | -5.8% | -2.4% | -3.4% | -3.7% |
| 3M | -7.6% | -2.8% | -4.8% | -5.1% |
| 6M | -9.1% | -2.2% | -6.9% | -7.2% |
| YTD | -5.5% | -1.6% | -3.9% | -4.0% |
| 1Y | -3.7% | 0.0% | -3.8% | -3.6% |
| 3Y | +17.8% | +7.9% | +9.9% | +10.8% |
| All | +20.0% | +1.2% | +18.9% | +16.8% |
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 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