+310.9%
COP vs MUB
+76.3%
+234.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | -0.9% | +3.9% | +3.3% |
| 30D | +17.5% | -1.4% | +18.9% | +18.0% |
| 3M | +13.4% | -2.2% | +15.5% | +14.1% |
| 6M | +17.7% | -1.9% | +19.6% | +18.3% |
| YTD | +46.6% | -0.8% | +47.4% | +46.7% |
| 1Y | +44.6% | +2.7% | +41.9% | +42.9% |
| 3Y | +20.7% | +8.6% | +12.1% | +16.6% |
| 5Y | +185.0% | +2.0% | +183.0% | +182.4% |
| 10Y | +347.0% | +17.9% | +329.1% | +330.8% |
| All | +310.9% | +76.3% | +234.7% | +210.8% |
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