+68.0%
CNH vs MUB
+38.3%
+29.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +23.3% | -0.9% | +24.1% | +24.1% |
| 30D | +33.5% | -1.4% | +34.9% | +34.9% |
| 3M | +32.7% | -2.2% | +34.9% | +35.0% |
| 6M | +22.2% | -1.9% | +24.1% | +24.1% |
| YTD | +57.7% | -0.8% | +58.5% | +58.9% |
| 1Y | +28.0% | +2.7% | +25.2% | +25.8% |
| 3Y | +11.5% | +8.6% | +2.9% | +5.4% |
| 5Y | +11.9% | +2.0% | +9.8% | +9.7% |
| 10Y | +162.8% | +17.9% | +144.9% | +193.4% |
| All | +68.0% | +38.3% | +29.7% | +112.8% |
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