+340.2%
COP vs MUB
+17.4%
+322.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -0.5% | -0.7% | +0.2% | -0.1% |
| 30D | +11.7% | -2.0% | +13.7% | +13.0% |
| 3M | +17.7% | -2.5% | +20.2% | +19.3% |
| 6M | +18.3% | -2.3% | +20.7% | +19.7% |
| YTD | +49.1% | -1.3% | +50.4% | +49.7% |
| 1Y | +53.3% | +1.1% | +52.2% | +51.3% |
| 3Y | +22.2% | +8.2% | +13.9% | +13.7% |
| 5Y | +193.3% | +1.5% | +191.8% | +191.5% |
| 10Y | +340.2% | +17.6% | +322.7% | +415.4% |
| All | +340.2% | +17.4% | +322.8% | +415.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling