+165.0%
CMI vs MUB
+1.2%
+163.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | -0.7% | -0.8% | +0.1% | -0.1% |
| 30D | -12.4% | -2.4% | -10.0% | -10.7% |
| 3M | -14.8% | -2.8% | -11.9% | -12.8% |
| 6M | +0.8% | -2.2% | +3.0% | +2.7% |
| YTD | +10.2% | -1.6% | +11.8% | +11.8% |
| 1Y | +37.4% | 0.0% | +37.4% | +38.2% |
| 3Y | +153.3% | +7.9% | +145.4% | +144.2% |
| All | +165.0% | +1.2% | +163.8% | +101.3% |
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