+311.6%
COP vs MUB
+78.4%
+233.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -8.4% | +1.0% | -9.5% | -8.7% |
| 30D | +0.3% | +3.9% | -3.6% | -0.8% |
| 3M | +15.1% | -0.4% | +15.5% | +15.2% |
| 6M | +19.8% | -0.6% | +20.3% | +19.9% |
| YTD | +46.8% | +0.4% | +46.4% | +46.4% |
| 1Y | +59.7% | +0.8% | +58.9% | +59.0% |
| 3Y | +28.7% | +11.3% | +17.4% | +23.3% |
| 5Y | +110.7% | +3.4% | +107.3% | +107.8% |
| 10Y | +298.3% | +21.9% | +276.4% | +281.9% |
| All | +311.6% | +78.4% | +233.2% | +210.1% |
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