+17.3%
MUB vs BTG
+159.3%
-142.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -0.8% | -3.8% | +2.9% | -0.7% |
| 30D | -2.4% | +3.6% | -6.0% | -2.5% |
| 3M | -2.8% | +32.0% | -34.9% | -3.6% |
| 6M | -2.2% | +3.4% | -5.6% | -2.5% |
| YTD | -1.6% | +20.8% | -22.4% | -2.4% |
| 1Y | 0.0% | +22.4% | -22.4% | -0.9% |
| 3Y | +7.9% | +91.7% | -83.8% | +5.1% |
| 5Y | +1.2% | +79.0% | -77.8% | -1.6% |
| All | +17.3% | +159.3% | -142.0% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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