+0.8%
MUB vs BTG
+75.0%
-74.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.7% |
| 7D | -1.2% | -5.5% | +4.2% | -1.1% |
| 30D | -2.8% | +6.1% | -8.9% | -2.9% |
| 3M | -3.1% | +38.6% | -41.7% | -3.7% |
| 6M | -2.9% | +0.7% | -3.5% | -3.1% |
| YTD | -2.0% | +20.3% | -22.4% | -2.6% |
| 1Y | 0.0% | +25.0% | -25.1% | -0.8% |
| 3Y | +7.4% | +97.3% | -89.9% | +5.2% |
| 5Y | +0.8% | +78.3% | -77.5% | -1.3% |
| All | +0.8% | +75.0% | -74.2% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling