+18.2%
MUB vs CG
+342.2%
-324.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | -1.5% | -3.2% | +1.6% | -1.5% |
| 3M | -1.9% | +6.2% | -8.2% | -2.1% |
| 6M | -1.7% | -4.7% | +3.0% | -1.7% |
| YTD | -0.8% | -20.6% | +19.8% | -0.3% |
| 1Y | +1.5% | -26.4% | +27.9% | +2.1% |
| 3Y | +8.8% | +55.4% | -46.6% | +6.6% |
| 5Y | +2.0% | +9.8% | -7.8% | +0.4% |
| All | +18.2% | +342.2% | -324.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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