+37.0%
MUB vs CG
+281.3%
-244.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +0.7% | -1.2% | +1.9% | +0.7% |
| 30D | +4.4% | +5.0% | -0.7% | +4.3% |
| 3M | -0.2% | -18.2% | +18.0% | +0.2% |
| 6M | -0.6% | -20.7% | +20.1% | -0.3% |
| YTD | +0.3% | -31.4% | +31.8% | +0.9% |
| 1Y | +0.8% | -22.3% | +23.0% | +1.1% |
| 3Y | +12.0% | +50.2% | -38.2% | +10.6% |
| 5Y | +3.4% | -22.1% | +25.5% | +2.9% |
| 10Y | +20.7% | +295.5% | -274.9% | +18.2% |
| All | +37.0% | +281.3% | -244.3% | +33.8% |
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