+34.8%
CNH vs MUB
+39.8%
-5.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | -1.7% | +0.7% | -2.4% | -2.2% |
| 30D | -7.2% | +4.4% | -11.6% | -10.2% |
| 3M | +6.5% | -0.2% | +6.7% | +6.6% |
| 6M | +7.9% | -0.6% | +8.5% | +8.5% |
| YTD | +26.6% | +0.3% | +26.2% | +26.5% |
| 1Y | +13.8% | +0.8% | +13.0% | +13.3% |
| 3Y | +9.2% | +12.0% | -2.8% | +1.0% |
| 5Y | -15.6% | +3.4% | -19.0% | -18.0% |
| 10Y | +119.2% | +20.7% | +98.5% | +149.7% |
| All | +34.8% | +39.8% | -5.0% | +69.4% |
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