+295.5%
SPGI vs MUB
+17.9%
+277.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.5% | -0.3% | -2.2% | -2.0% |
| 30D | +5.4% | -1.5% | +7.0% | +8.0% |
| 3M | +9.0% | -1.9% | +11.0% | +12.5% |
| 6M | +0.8% | -1.7% | +2.5% | +3.6% |
| YTD | -12.6% | -0.8% | -11.8% | -11.4% |
| 1Y | -16.1% | +1.5% | -17.6% | -18.0% |
| 3Y | +19.0% | +8.8% | +10.2% | +4.1% |
| 5Y | +5.1% | +2.0% | +3.1% | +1.2% |
| 10Y | +295.5% | +18.0% | +277.5% | +297.8% |
| All | +295.5% | +17.9% | +277.6% | +297.8% |
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