+316.5%
CL vs MUB
+76.3%
+240.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | -0.9% | -1.3% | -1.8% |
| 30D | -4.8% | -1.4% | -3.4% | -4.1% |
| 3M | +4.9% | -2.2% | +7.1% | +6.1% |
| 6M | -5.7% | -1.9% | -3.8% | -4.8% |
| YTD | +14.4% | -0.8% | +15.2% | +14.9% |
| 1Y | +8.7% | +2.7% | +6.0% | +7.4% |
| 3Y | +30.0% | +8.6% | +21.4% | +25.3% |
| 5Y | +28.4% | +2.0% | +26.3% | +27.1% |
| 10Y | +50.1% | +17.9% | +32.2% | +41.6% |
| All | +316.5% | +76.3% | +240.2% | +238.5% |
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