+8.6%
CME vs MUB
+1.0%
+7.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.9% |
| 7D | -1.1% | -0.7% | -0.4% | -2.0% |
| 30D | +4.2% | -2.0% | +6.2% | +1.6% |
| 3M | +7.3% | -2.5% | +9.9% | +4.0% |
| 6M | -11.4% | -2.3% | -9.1% | -13.5% |
| YTD | +3.5% | -1.3% | +4.8% | +1.4% |
| 1Y | +8.6% | +1.1% | +7.5% | +9.9% |
| All | +8.6% | +1.0% | +7.6% | +9.9% |
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