+1.2%
MUB vs SCHG
+84.3%
-83.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.4% |
| 7D | -0.8% | -1.0% | +0.2% | -0.8% |
| 30D | -2.4% | -1.3% | -1.1% | -2.3% |
| 3M | -2.8% | +5.4% | -8.3% | -3.0% |
| 6M | -2.2% | +14.4% | -16.6% | -2.7% |
| YTD | -1.6% | +8.0% | -9.6% | -1.9% |
| 1Y | 0.0% | +12.7% | -12.7% | -0.4% |
| 3Y | +7.9% | +85.6% | -77.7% | +5.1% |
| All | +1.2% | +84.3% | -83.1% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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