+13.6%
CLF vs MUB
+0.8%
+12.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -19.6% | +0.7% | -20.3% | -20.4% |
| 30D | -5.0% | +4.4% | -9.3% | -14.1% |
| 3M | -6.3% | -0.2% | -6.1% | -5.1% |
| 6M | +2.8% | -0.6% | +3.4% | +5.0% |
| YTD | -13.7% | +0.3% | -14.0% | -13.3% |
| 1Y | +13.6% | +0.8% | +12.8% | +13.2% |
| All | +13.6% | +0.8% | +12.8% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling