+36.5%
MUB vs CG
+300.6%
-264.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +0.6% | +2.0% | -1.3% | +0.6% |
| 30D | +3.4% | +8.5% | -5.1% | +3.2% |
| 3M | -0.7% | -12.1% | +11.4% | -0.5% |
| 6M | -1.0% | -16.4% | +15.5% | -0.7% |
| YTD | 0.0% | -28.0% | +28.0% | +0.5% |
| 1Y | +0.4% | -18.9% | +19.3% | +0.6% |
| 3Y | +10.5% | +51.2% | -40.8% | +9.0% |
| 5Y | +3.1% | -15.9% | +19.0% | +2.4% |
| 10Y | +22.0% | +305.9% | -283.9% | +19.4% |
| All | +36.5% | +300.6% | -264.0% | +33.2% |
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