+73.9%
MUB vs DGX
+471.2%
-397.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -1.5% | -1.2% | -0.3% | -1.5% |
| 3M | -1.9% | +19.9% | -21.8% | -2.5% |
| 6M | -1.7% | +19.2% | -20.9% | -2.3% |
| YTD | -0.8% | +37.5% | -38.3% | -1.8% |
| 1Y | +1.5% | +31.3% | -29.8% | +0.6% |
| 3Y | +8.8% | +96.6% | -87.9% | +6.4% |
| 5Y | +2.0% | +64.3% | -62.3% | +0.1% |
| 10Y | +18.0% | +241.1% | -223.2% | +13.1% |
| All | +73.9% | +471.2% | -397.3% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling