+73.9%
MUB vs SPG
+440.7%
-366.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.9% | -2.4% | +1.5% | -0.8% |
| 30D | -1.4% | -6.8% | +5.4% | -1.3% |
| 3M | -2.2% | +2.7% | -4.8% | -2.2% |
| 6M | -1.9% | +5.5% | -7.3% | -2.0% |
| YTD | -0.8% | +15.7% | -16.5% | -1.0% |
| 1Y | +2.7% | +20.9% | -18.1% | +2.4% |
| 3Y | +8.6% | +112.4% | -103.8% | +7.2% |
| 5Y | +2.0% | +101.4% | -99.3% | +0.7% |
| 10Y | +17.9% | +60.6% | -42.7% | +14.8% |
| All | +73.9% | +440.7% | -366.8% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling