+74.6%
MUB vs BTG
+332.2%
-257.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.3% |
| 7D | -1.3% | -9.1% | +7.8% | -1.2% |
| 30D | +2.2% | -1.6% | +3.8% | +2.2% |
| 3M | -1.6% | -2.8% | +1.2% | -1.6% |
| 6M | -1.3% | -7.6% | +6.3% | -1.3% |
| YTD | -0.7% | +10.2% | -10.9% | -0.9% |
| 1Y | -0.2% | +21.3% | -21.5% | -0.5% |
| 3Y | +9.6% | +82.7% | -73.1% | +8.6% |
| 5Y | +2.6% | +30.8% | -28.3% | +1.8% |
| 10Y | +21.5% | +163.7% | -142.2% | +19.9% |
| All | +74.6% | +332.2% | -257.6% | +75.0% |
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