+427.9%
CME vs MUB
+76.3%
+351.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | +6.2% | -1.4% | +7.7% | +6.4% |
| 3M | +10.4% | -2.2% | +12.6% | +10.7% |
| 6M | -9.5% | -1.9% | -7.6% | -9.4% |
| YTD | +6.0% | -0.8% | +6.8% | +6.1% |
| 1Y | +9.3% | +2.7% | +6.5% | +8.8% |
| 3Y | +57.7% | +8.6% | +49.1% | +55.9% |
| 5Y | +77.7% | +2.0% | +75.6% | +76.9% |
| 10Y | +281.2% | +17.9% | +263.3% | +293.4% |
| All | +427.9% | +76.3% | +351.7% | +558.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling