-4.1%
CMG vs MUB
+2.5%
-6.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +2.5% | -1.3% | +3.7% | +3.8% |
| 30D | +15.6% | +2.2% | +13.4% | +13.5% |
| 3M | +8.2% | -1.6% | +9.8% | +10.0% |
| 6M | +9.9% | -1.3% | +11.1% | +11.3% |
| YTD | -4.6% | -0.7% | -4.0% | -3.9% |
| 1Y | +12.4% | -0.2% | +12.6% | +12.9% |
| 3Y | -18.0% | +9.6% | -27.6% | -26.5% |
| All | -4.1% | +2.5% | -6.6% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling