+23.3%
MUB vs SPG
+114.5%
-91.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.8% | +3.1% | -3.9% | -0.9% |
| 30D | +2.4% | +16.4% | -14.0% | +1.9% |
| 3M | -1.1% | +7.1% | -8.2% | -1.4% |
| 6M | -1.0% | +16.1% | -17.1% | -1.5% |
| YTD | -0.3% | +30.4% | -30.7% | -1.3% |
| 1Y | 0.0% | +33.0% | -33.0% | -1.1% |
| 3Y | +10.2% | +134.6% | -124.5% | +6.7% |
| 5Y | +2.9% | +84.9% | -82.0% | +0.2% |
| All | +23.3% | +114.5% | -91.2% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling