+59.5%
MUB vs DG
+606.1%
-546.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -0.9% | +8.4% | -9.3% | -1.0% |
| 30D | -1.4% | +4.9% | -6.4% | -1.5% |
| 3M | -2.2% | +29.3% | -31.5% | -2.5% |
| 6M | -1.9% | -11.3% | +9.4% | -1.8% |
| YTD | -0.8% | +1.8% | -2.5% | -0.8% |
| 1Y | +2.7% | +25.3% | -22.6% | +2.4% |
| 3Y | +8.6% | +9.1% | -0.5% | +8.1% |
| 5Y | +2.0% | -34.9% | +36.9% | +2.1% |
| 10Y | +17.9% | +108.2% | -90.2% | +17.8% |
| All | +59.5% | +606.1% | -546.6% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling