+71.0%
AGG vs MUB
+76.3%
-5.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.3% |
| 30D | -0.4% | -1.5% | +1.2% | +0.4% |
| 3M | -0.3% | -1.9% | +1.7% | +0.7% |
| 6M | -1.2% | -1.7% | +0.5% | -0.3% |
| YTD | -0.4% | -0.8% | +0.4% | +0.1% |
| 1Y | +0.4% | +1.5% | -1.1% | -0.3% |
| 3Y | +13.4% | +8.8% | +4.7% | +8.9% |
| 5Y | -1.4% | +2.0% | -3.4% | -2.8% |
| 10Y | +14.8% | +18.0% | -3.1% | +7.2% |
| All | +71.0% | +76.3% | -5.2% | +38.5% |
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