+58.9%
MUB vs TRGP
+2,254.6%
-2,195.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.5% | +0.2% |
| 7D | +0.4% | +2.4% | -1.9% | +0.4% |
| 30D | +3.9% | +0.8% | +3.1% | +3.9% |
| 3M | -0.2% | +10.4% | -10.6% | -0.3% |
| 6M | -0.4% | +16.3% | -16.6% | -0.5% |
| YTD | +0.5% | +61.1% | -60.6% | +0.2% |
| 1Y | +0.7% | +71.6% | -70.9% | +0.3% |
| 3Y | +11.1% | +267.5% | -256.4% | +10.0% |
| 5Y | +3.7% | +488.1% | -484.4% | +2.3% |
| 10Y | +22.9% | +803.8% | -780.8% | +18.5% |
| All | +58.9% | +2,254.6% | -2,195.7% | +54.4% |
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