+540.8%
CI vs MUB
+78.3%
+462.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -1.6% | +0.7% | -2.3% | -2.0% |
| 30D | +5.4% | +4.4% | +1.0% | +2.8% |
| 3M | +7.3% | -0.2% | +7.4% | +7.4% |
| 6M | +5.3% | -0.6% | +5.9% | +5.7% |
| YTD | +8.5% | +0.3% | +8.1% | +8.2% |
| 1Y | +17.1% | +0.8% | +16.3% | +16.5% |
| 3Y | +1.4% | +12.0% | -10.6% | -5.6% |
| 5Y | +50.5% | +3.4% | +47.0% | +47.5% |
| 10Y | +168.5% | +20.7% | +147.9% | +145.0% |
| All | +540.8% | +78.3% | +462.6% | +298.6% |
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 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