+15.8%
CME vs MUB
+0.4%
+15.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.4% |
| 7D | +1.7% | +0.6% | +1.0% | +1.8% |
| 30D | +10.2% | +3.4% | +6.7% | +11.7% |
| 3M | +17.8% | -0.7% | +18.5% | +13.1% |
| 6M | +11.0% | -1.0% | +12.0% | +6.5% |
| YTD | +17.0% | 0.0% | +17.1% | +13.3% |
| 1Y | +15.8% | +0.4% | +15.4% | +12.2% |
| All | +15.8% | +0.4% | +15.4% | +12.2% |
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