+57.0%
MUB vs TRGP
+2,299.4%
-2,242.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -1.3% | +12.4% | -13.6% | -1.3% |
| 30D | +2.2% | +2.6% | -0.4% | +2.2% |
| 3M | -1.6% | +11.9% | -13.5% | -1.7% |
| 6M | -1.3% | +13.9% | -15.2% | -1.4% |
| YTD | -0.7% | +64.2% | -64.8% | -1.0% |
| 1Y | -0.2% | +78.5% | -78.7% | -0.6% |
| 3Y | +9.6% | +272.9% | -263.3% | +8.5% |
| 5Y | +2.6% | +510.7% | -508.2% | +1.1% |
| 10Y | +21.5% | +821.0% | -799.5% | +17.1% |
| All | +57.0% | +2,299.4% | -2,242.4% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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