+17.6%
MUB vs SPG
+59.6%
-42.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | -0.7% | -1.7% | +0.9% | -0.7% |
| 30D | -2.0% | -6.3% | +4.3% | -1.8% |
| 3M | -2.5% | -2.4% | -0.1% | -2.5% |
| 6M | -2.3% | +9.6% | -12.0% | -2.7% |
| YTD | -1.3% | +14.2% | -15.5% | -1.8% |
| 1Y | +1.1% | +19.3% | -18.2% | +0.4% |
| 3Y | +8.2% | +106.7% | -98.5% | +5.3% |
| 5Y | +1.5% | +104.2% | -102.7% | -1.5% |
| 10Y | +17.6% | +63.7% | -46.1% | +11.6% |
| All | +17.6% | +59.6% | -42.0% | +11.6% |
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