+1.2%
MUB vs DGX
+66.8%
-65.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | -2.8% | +15.8% | -18.6% | -3.2% |
| 6M | -2.2% | +18.2% | -20.4% | -2.6% |
| YTD | -1.6% | +37.2% | -38.8% | -2.4% |
| 1Y | 0.0% | +30.4% | -30.3% | -0.7% |
| 3Y | +7.9% | +96.7% | -88.8% | +6.1% |
| All | +1.2% | +66.8% | -65.6% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling