-37.6%
CAG vs MUB
+8.2%
-45.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -6.6% | -0.7% | -5.9% | -5.8% |
| 30D | +2.3% | -2.0% | +4.3% | +4.7% |
| 3M | +16.3% | -2.5% | +18.8% | +19.8% |
| 6M | -16.0% | -2.3% | -13.7% | -13.7% |
| YTD | -7.7% | -1.3% | -6.4% | -6.2% |
| 1Y | -16.0% | +1.1% | -17.2% | -17.0% |
| All | -37.6% | +8.2% | -45.8% | -41.4% |
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