+16.8%
MUB vs DG
+99.2%
-82.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.7% |
| 7D | -1.2% | -6.3% | +5.1% | -1.1% |
| 30D | -2.8% | +2.4% | -5.2% | -2.8% |
| 3M | -3.1% | +12.4% | -15.5% | -3.3% |
| 6M | -2.9% | -14.9% | +12.1% | -2.7% |
| YTD | -2.0% | -6.1% | +4.0% | -2.0% |
| 1Y | 0.0% | +17.9% | -17.9% | -0.4% |
| 3Y | +7.4% | +3.1% | +4.3% | +6.8% |
| 5Y | +0.8% | -38.7% | +39.4% | +1.1% |
| All | +16.8% | +99.2% | -82.4% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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