+19.4%
CNH vs MUB
+2.0%
+17.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.5% |
| 7D | +8.8% | -0.3% | +9.1% | +9.6% |
| 30D | +24.7% | -1.5% | +26.2% | +30.3% |
| 3M | +27.3% | -1.9% | +29.3% | +35.3% |
| 6M | +23.2% | -1.7% | +24.9% | +28.9% |
| YTD | +48.9% | -0.8% | +49.7% | +56.1% |
| 1Y | +19.4% | +1.5% | +17.9% | +28.3% |
| All | +19.4% | +2.0% | +17.4% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling