+282.1%
CME vs MUB
+17.9%
+264.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.9% | -0.3% | -2.6% | -2.6% |
| 30D | +5.5% | -1.5% | +7.1% | +7.0% |
| 3M | +11.0% | -1.9% | +12.9% | +12.8% |
| 6M | -9.7% | -1.7% | -8.0% | -8.4% |
| YTD | +4.9% | -0.8% | +5.6% | +5.4% |
| 1Y | +10.1% | +1.5% | +8.6% | +8.2% |
| 3Y | +53.5% | +8.8% | +44.7% | +39.9% |
| 5Y | +77.2% | +2.0% | +75.2% | +75.4% |
| 10Y | +282.1% | +18.0% | +264.2% | +297.8% |
| All | +282.1% | +17.9% | +264.3% | +297.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling