+317.1%
COP vs MUB
+78.3%
+238.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -11.5% | +0.7% | -12.2% | -11.7% |
| 30D | +5.0% | +4.4% | +0.6% | +3.6% |
| 3M | +17.5% | -0.2% | +17.6% | +17.5% |
| 6M | +16.2% | -0.6% | +16.8% | +16.4% |
| YTD | +48.8% | +0.3% | +48.4% | +48.4% |
| 1Y | +64.1% | +0.8% | +63.3% | +63.4% |
| 3Y | +25.7% | +12.0% | +13.7% | +20.1% |
| 5Y | +114.4% | +3.4% | +110.9% | +111.4% |
| 10Y | +331.7% | +20.7% | +311.0% | +314.2% |
| All | +317.1% | +78.3% | +238.8% | +214.3% |
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