+53.6%
CAG vs MUB
+76.3%
-22.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.8% | -0.9% | -2.9% | -3.5% |
| 30D | +3.1% | -1.4% | +4.6% | +3.7% |
| 3M | +23.5% | -2.2% | +25.6% | +24.5% |
| 6M | -14.8% | -1.9% | -13.0% | -14.2% |
| YTD | -5.4% | -0.8% | -4.7% | -5.1% |
| 1Y | -11.8% | +2.7% | -14.5% | -12.7% |
| 3Y | -36.7% | +8.6% | -45.2% | -38.4% |
| 5Y | -40.3% | +2.0% | -42.3% | -40.8% |
| 10Y | -37.0% | +17.9% | -54.9% | -39.3% |
| All | +53.6% | +76.3% | -22.7% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling