-16.2%
CCJ vs MUB
-2.0%
-14.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | 0.0% |
| 7D | +0.7% | -0.9% | +1.6% | +5.6% |
| 30D | +6.9% | -1.4% | +8.3% | +15.6% |
| 3M | -11.6% | -2.2% | -9.5% | +0.3% |
| 6M | -16.2% | -1.9% | -14.3% | -6.3% |
| All | -16.2% | -2.0% | -14.3% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling