+1,296.3%
CF vs MUB
+77.6%
+1,218.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.7% | +6.2% |
| 7D | +0.4% | +0.9% | -0.5% | +0.4% |
| 30D | +2.2% | +3.8% | -1.6% | +2.1% |
| 3M | +2.1% | -0.7% | +2.8% | +2.1% |
| 6M | -6.5% | -0.8% | -5.8% | -6.5% |
| YTD | +55.6% | 0.0% | +55.6% | +55.4% |
| 1Y | +42.3% | +0.6% | +41.7% | +42.0% |
| 3Y | +55.7% | +11.4% | +44.4% | +53.7% |
| 5Y | +122.4% | +3.1% | +119.4% | +121.7% |
| 10Y | +568.5% | +20.2% | +548.3% | +588.2% |
| All | +1,296.3% | +77.6% | +1,218.7% | +1,594.3% |
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 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