+14.6%
CME vs MUB
+0.8%
+13.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.9% | +0.7% | +0.2% | +1.1% |
| 30D | +13.2% | +4.4% | +8.8% | +15.4% |
| 3M | +16.3% | -0.2% | +16.4% | +12.1% |
| 6M | +7.1% | -0.6% | +7.7% | +2.9% |
| YTD | +15.8% | +0.3% | +15.5% | +12.3% |
| All | +14.6% | +0.8% | +13.8% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling