-17.5%
CLF vs MUB
+8.6%
-26.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -0.9% | +8.4% | +8.2% |
| 30D | -1.2% | -1.4% | +0.2% | -0.2% |
| 3M | -13.4% | -2.2% | -11.2% | -12.0% |
| 6M | +15.4% | -1.9% | +17.3% | +16.8% |
| YTD | -5.9% | -0.8% | -5.1% | -5.2% |
| 1Y | +18.8% | +2.7% | +16.1% | +18.2% |
| All | -17.5% | +8.6% | -26.2% | -26.0% |
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