+74.4%
MUB vs BTG
+392.0%
-317.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | -1.4% | +36.8% | -38.2% | -1.7% |
| 3M | -2.2% | +23.1% | -25.3% | -2.4% |
| 6M | -1.9% | +3.5% | -5.4% | -2.0% |
| YTD | -0.8% | +25.5% | -26.3% | -1.1% |
| 1Y | +2.7% | +40.1% | -37.4% | +2.2% |
| 3Y | +8.6% | +101.1% | -92.5% | +7.5% |
| 5Y | +2.0% | +70.6% | -68.5% | +1.1% |
| 10Y | +17.9% | +152.1% | -134.2% | +16.3% |
| All | +74.4% | +392.0% | -317.6% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling