+322.0%
CMG vs MUB
+17.2%
+304.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.2% |
| 7D | -2.1% | -0.8% | -1.2% | -1.2% |
| 30D | +10.9% | -2.4% | +13.3% | +13.6% |
| 3M | +15.8% | -2.8% | +18.7% | +19.2% |
| 6M | +6.9% | -2.2% | +9.2% | +9.4% |
| YTD | -2.2% | -1.6% | -0.6% | -0.6% |
| 1Y | -7.1% | 0.0% | -7.1% | -7.1% |
| 3Y | -7.1% | +7.9% | -15.0% | -14.6% |
| 5Y | -4.8% | +1.2% | -6.0% | -6.7% |
| All | +322.0% | +17.2% | +304.8% | +383.7% |
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