+191.7%
COP vs MUB
+2.2%
+189.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.8% | -0.3% | -0.5% | -1.0% |
| 30D | +15.6% | -1.5% | +17.1% | +14.8% |
| 3M | +14.3% | -1.9% | +16.3% | +13.4% |
| 6M | +17.0% | -1.7% | +18.7% | +16.3% |
| YTD | +47.4% | -0.8% | +48.2% | +46.7% |
| 1Y | +52.4% | +1.5% | +50.9% | +51.9% |
| 3Y | +20.8% | +8.8% | +12.0% | +21.0% |
| 5Y | +191.7% | +2.0% | +189.7% | +156.9% |
| All | +191.7% | +2.2% | +189.5% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling