+8.9%
MUB vs CG
+60.2%
-51.3%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.1% |
| 7D | -0.9% | -4.3% | +3.5% | -0.8% |
| 30D | -1.4% | -5.1% | +3.7% | -1.3% |
| 3M | -2.2% | +8.7% | -10.8% | -2.3% |
| 6M | -1.9% | -9.2% | +7.4% | -1.8% |
| YTD | -0.8% | -18.9% | +18.1% | -0.6% |
| 1Y | +2.7% | -25.6% | +28.4% | +3.1% |
| All | +8.9% | +60.2% | -51.3% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling