+29.9%
SPGI vs MUB
+9.9%
+20.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.6% |
| 7D | +1.2% | -1.3% | +2.5% | +3.1% |
| 30D | +15.9% | +2.2% | +13.7% | +12.4% |
| 3M | +12.3% | -1.6% | +13.9% | +15.0% |
| 6M | +23.7% | -1.3% | +25.0% | +26.1% |
| YTD | -3.5% | -0.7% | -2.9% | -2.4% |
| 1Y | +0.4% | -0.2% | +0.6% | +1.0% |
| 3Y | +29.9% | +9.6% | +20.3% | +14.9% |
| All | +29.9% | +9.9% | +20.0% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling