-5.0%
CMG vs MUB
+0.7%
-5.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.0% |
| 7D | -3.8% | -1.2% | -2.6% | -2.7% |
| 30D | +12.9% | -2.8% | +15.7% | +15.8% |
| 3M | +18.8% | -3.1% | +21.8% | +22.2% |
| 6M | +4.1% | -2.9% | +6.9% | +6.9% |
| YTD | -2.4% | -2.0% | -0.3% | -0.5% |
| 1Y | -6.7% | 0.0% | -6.6% | -6.6% |
| 3Y | -7.1% | +7.4% | -14.5% | -14.9% |
| 5Y | -5.0% | +0.8% | -5.8% | -12.2% |
| All | -5.0% | +0.7% | -5.7% | -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 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