+35.5%
MUB vs CG
+351.2%
-315.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 1Y | +2.7% | -25.6% | +28.4% | +3.2% |
| 3Y | +8.6% | +57.3% | -48.7% | +7.1% |
| 5Y | +2.0% | +10.2% | -8.1% | +0.9% |
| 10Y | +17.9% | +364.2% | -346.3% | +15.2% |
| All | +35.5% | +351.2% | -315.7% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling