+338.6%
SPGI vs MUB
+22.8%
+315.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | -0.1% |
| 7D | -1.4% | +0.4% | -1.8% | -2.1% |
| 30D | +15.3% | +3.9% | +11.4% | +8.5% |
| 3M | +16.5% | -0.2% | +16.7% | +17.0% |
| 6M | +19.8% | -0.4% | +20.2% | +20.6% |
| YTD | -3.2% | +0.5% | -3.8% | -3.9% |
| 1Y | +1.8% | +0.7% | +1.1% | +0.9% |
| 3Y | +30.6% | +11.1% | +19.5% | +10.4% |
| 5Y | +16.0% | +3.7% | +12.3% | +8.9% |
| 10Y | +338.6% | +22.9% | +315.7% | +310.5% |
| All | +338.6% | +22.8% | +315.8% | +310.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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