-47.8%
CLF vs MUB
+2.2%
-50.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -0.9% | +8.4% | +8.6% |
| 30D | -1.2% | -1.4% | +0.2% | +0.5% |
| 3M | -13.4% | -2.2% | -11.2% | -11.1% |
| 6M | +15.4% | -1.9% | +17.3% | +18.1% |
| YTD | -5.9% | -0.8% | -5.1% | -4.9% |
| 1Y | +18.8% | +2.7% | +16.1% | +15.8% |
| 3Y | -19.4% | +8.6% | -28.0% | -28.5% |
| All | -47.8% | +2.2% | -50.0% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling