+56.7%
MUB vs SCHG
+1,127.0%
-1,070.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -0.7% | -0.9% | +0.2% | -0.7% |
| 30D | -2.0% | -2.3% | +0.3% | -1.9% |
| 3M | -2.5% | +4.5% | -7.1% | -2.7% |
| 6M | -2.3% | +13.6% | -15.9% | -2.8% |
| YTD | -1.3% | +7.6% | -8.9% | -1.6% |
| 1Y | +1.1% | +13.0% | -11.9% | +0.6% |
| 3Y | +8.2% | +87.0% | -78.8% | +5.6% |
| 5Y | +1.5% | +82.9% | -81.4% | -1.2% |
| 10Y | +17.6% | +453.6% | -436.1% | +12.6% |
| All | +56.7% | +1,127.0% | -1,070.2% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling