+25.7%
COP vs MUB
+11.9%
+13.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.7% |
| 7D | -11.5% | +0.7% | -12.2% | -11.1% |
| 30D | +5.0% | +4.4% | +0.6% | +7.9% |
| 3M | +17.5% | -0.2% | +17.6% | +16.8% |
| 6M | +16.2% | -0.6% | +16.8% | +15.4% |
| YTD | +48.8% | +0.3% | +48.4% | +47.9% |
| 1Y | +64.1% | +0.8% | +63.3% | +63.2% |
| 3Y | +25.7% | +12.0% | +13.7% | +32.2% |
| All | +25.7% | +11.9% | +13.8% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling