+1,738.1%
CMG vs MUB
+76.3%
+1,661.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -2.8% | -0.9% | -2.0% | -2.5% |
| 30D | +7.1% | -1.4% | +8.5% | +7.7% |
| 3M | +31.2% | -2.2% | +33.3% | +32.2% |
| 6M | +0.7% | -1.9% | +2.6% | +1.4% |
| YTD | -0.1% | -0.8% | +0.7% | +0.2% |
| 1Y | -10.7% | +2.7% | -13.5% | -11.6% |
| 3Y | -4.7% | +8.6% | -13.3% | -7.4% |
| 5Y | -3.8% | +2.0% | -5.8% | -5.2% |
| 10Y | +352.5% | +17.9% | +334.6% | +346.3% |
| All | +1,738.1% | +76.3% | +1,661.8% | +1,745.4% |
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