+17.3%
MUB vs DGX
+255.3%
-238.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.4% |
| 7D | -0.8% | -0.9% | +0.1% | -0.8% |
| 30D | -2.4% | -1.2% | -1.2% | -2.3% |
| 3M | -2.8% | +15.8% | -18.6% | -3.6% |
| 6M | -2.2% | +18.2% | -20.4% | -3.1% |
| YTD | -1.6% | +37.2% | -38.8% | -3.2% |
| 1Y | 0.0% | +30.4% | -30.3% | -1.4% |
| 3Y | +7.9% | +96.7% | -88.8% | +3.8% |
| 5Y | +1.2% | +67.2% | -65.9% | -2.0% |
| All | +17.3% | +255.3% | -238.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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