+355.6%
CL vs MUB
+77.8%
+277.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | +11.4% | +4.4% | +7.0% | +9.0% |
| 3M | +4.4% | -0.4% | +4.9% | +4.7% |
| 6M | +10.8% | -0.9% | +11.7% | +11.3% |
| YTD | +25.1% | +0.1% | +25.1% | +25.1% |
| 1Y | +28.0% | +0.5% | +27.5% | +27.7% |
| 3Y | +37.6% | +11.7% | +25.9% | +30.9% |
| 5Y | +39.7% | +3.2% | +36.5% | +37.6% |
| 10Y | +75.8% | +20.3% | +55.5% | +64.6% |
| All | +355.6% | +77.8% | +277.9% | +268.8% |
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