+301.3%
CME vs MUB
+21.1%
+280.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.9% | +0.7% | +0.2% | +0.3% |
| 30D | +13.2% | +4.4% | +8.8% | +8.9% |
| 3M | +16.3% | -0.2% | +16.4% | +16.4% |
| 6M | +7.1% | -0.6% | +7.7% | +7.6% |
| YTD | +15.8% | +0.3% | +15.5% | +15.2% |
| 1Y | +17.1% | +0.8% | +16.3% | +16.0% |
| 3Y | +63.2% | +12.0% | +51.1% | +43.8% |
| 5Y | +70.2% | +3.4% | +66.8% | +66.2% |
| All | +301.3% | +21.1% | +280.2% | +354.5% |
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