+7.4%
MUB vs DGX
+93.2%
-85.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -1.2% | -3.5% | +2.2% | -1.1% |
| 30D | -2.8% | -2.7% | -0.1% | -2.7% |
| 3M | -3.1% | +13.9% | -16.9% | -3.4% |
| 6M | -2.9% | +16.0% | -18.9% | -3.3% |
| YTD | -2.0% | +34.9% | -37.0% | -3.0% |
| 1Y | 0.0% | +30.6% | -30.6% | -1.0% |
| All | +7.4% | +93.2% | -85.8% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling