+22.8%
MUB vs CG
+278.5%
-255.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -1.3% | +0.2% | -1.4% | -1.3% |
| 30D | +2.2% | +11.2% | -9.0% | +1.9% |
| 3M | -1.6% | -22.1% | +20.5% | -1.0% |
| 6M | -1.3% | -17.9% | +16.6% | -0.9% |
| YTD | -0.7% | -31.3% | +30.6% | +0.1% |
| 1Y | -0.2% | -24.0% | +23.8% | +0.3% |
| 3Y | +9.6% | +45.0% | -35.3% | +7.5% |
| 5Y | +2.6% | -22.6% | +25.2% | +1.9% |
| All | +22.8% | +278.5% | -255.6% | +17.3% |
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