+710.4%
CAH vs MUB
+76.3%
+634.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.4% | -0.9% | +6.2% | +5.8% |
| 30D | +3.3% | -1.4% | +4.7% | +3.9% |
| 3M | +22.8% | -2.2% | +24.9% | +23.9% |
| 6M | +11.3% | -1.9% | +13.1% | +12.1% |
| YTD | +21.1% | -0.8% | +21.9% | +21.5% |
| 1Y | +67.2% | +2.7% | +64.5% | +65.4% |
| 3Y | +195.6% | +8.6% | +187.0% | +185.6% |
| 5Y | +413.8% | +2.0% | +411.8% | +409.0% |
| 10Y | +309.6% | +17.9% | +291.7% | +289.4% |
| All | +710.4% | +76.3% | +634.1% | +516.0% |
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