+217.5%
CCJ vs MUB
+76.3%
+141.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | -0.9% | +1.6% | +1.1% |
| 30D | +6.9% | -1.4% | +8.3% | +7.6% |
| 3M | -11.6% | -2.2% | -9.5% | -10.7% |
| 6M | -16.2% | -1.9% | -14.3% | -15.4% |
| YTD | +10.1% | -0.8% | +10.9% | +10.7% |
| 1Y | +32.3% | +2.7% | +29.5% | +31.0% |
| 3Y | +171.3% | +8.6% | +162.7% | +162.5% |
| 5Y | +372.4% | +2.0% | +370.3% | +367.7% |
| 10Y | +1,070.0% | +17.9% | +1,052.1% | +1,017.3% |
| All | +217.5% | +76.3% | +141.2% | +141.9% |
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