+176.5%
CLX vs MUB
+76.3%
+100.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -9.2% | -0.9% | -8.4% | -8.9% |
| 30D | -11.0% | -1.4% | -9.6% | -10.5% |
| 3M | +5.0% | -2.2% | +7.2% | +6.1% |
| 6M | -18.8% | -1.9% | -16.9% | -18.1% |
| YTD | -4.4% | -0.8% | -3.6% | -4.0% |
| 1Y | -21.9% | +2.7% | -24.6% | -22.6% |
| 3Y | -32.8% | +8.6% | -41.3% | -34.9% |
| 5Y | -34.6% | +2.0% | -36.6% | -35.2% |
| 10Y | -4.7% | +17.9% | -22.6% | -9.1% |
| All | +176.5% | +76.3% | +100.2% | +140.8% |
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