+17.3%
MUB vs BG
+166.7%
-149.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.5% |
| 7D | -0.8% | +3.1% | -3.9% | -0.9% |
| 30D | -2.4% | +10.2% | -12.6% | -2.6% |
| 3M | -2.8% | -1.7% | -1.2% | -2.8% |
| 6M | -2.2% | +1.0% | -3.2% | -2.3% |
| YTD | -1.6% | +39.9% | -41.5% | -2.5% |
| 1Y | 0.0% | +53.2% | -53.2% | -1.1% |
| 3Y | +7.9% | +16.3% | -8.4% | +7.2% |
| 5Y | +1.2% | +83.9% | -82.6% | -1.4% |
| All | +17.3% | +166.7% | -149.4% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling