-57.6%
CLF vs MUB
+76.3%
-133.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -0.9% | +8.4% | +8.3% |
| 30D | -1.2% | -1.4% | +0.2% | -0.1% |
| 3M | -13.4% | -2.2% | -11.2% | -11.9% |
| 6M | +15.4% | -1.9% | +17.3% | +17.3% |
| YTD | -5.9% | -0.8% | -5.1% | -5.2% |
| 1Y | +18.8% | +2.7% | +16.1% | +16.6% |
| 3Y | -19.4% | +8.6% | -28.0% | -24.5% |
| 5Y | -47.7% | +2.0% | -49.8% | -48.8% |
| 10Y | +130.4% | +17.9% | +112.5% | +113.4% |
| All | -57.6% | +76.3% | -133.9% | -70.8% |
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