+30.9%
CL vs MUB
+8.6%
+22.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | -0.9% | -1.3% | -1.4% |
| 30D | -4.8% | -1.4% | -3.4% | -3.5% |
| 3M | +4.9% | -2.2% | +7.1% | +7.1% |
| 6M | -5.7% | -1.9% | -3.8% | -4.0% |
| YTD | +14.4% | -0.8% | +15.2% | +15.4% |
| 1Y | +8.7% | +2.7% | +6.0% | +6.6% |
| All | +30.9% | +8.6% | +22.2% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling