+813.5%
CCJ vs MUB
+22.8%
+790.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | +3.7% | +0.4% | +3.2% | +3.3% |
| 30D | -13.7% | +3.9% | -17.6% | -16.4% |
| 3M | -24.7% | -0.2% | -24.5% | -24.6% |
| 6M | -38.1% | -0.4% | -37.8% | -37.9% |
| YTD | -18.8% | +0.5% | -19.3% | -18.9% |
| 1Y | -19.5% | +0.7% | -20.2% | -19.7% |
| 3Y | +75.9% | +11.1% | +64.8% | +63.8% |
| 5Y | +173.1% | +3.7% | +169.4% | +165.9% |
| 10Y | +813.5% | +22.9% | +790.5% | +888.6% |
| All | +813.5% | +22.8% | +790.7% | +888.6% |
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