+491.1%
COR vs MUB
+21.8%
+469.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.9% |
| 7D | +7.6% | -1.3% | +8.9% | +8.3% |
| 30D | +6.8% | +2.2% | +4.6% | +5.6% |
| 3M | +16.0% | -1.6% | +17.7% | +17.0% |
| 6M | +41.0% | -1.3% | +42.3% | +41.9% |
| YTD | +6.9% | -0.7% | +7.6% | +7.2% |
| 1Y | -1.0% | -0.2% | -0.8% | -1.0% |
| 3Y | +84.6% | +9.6% | +75.0% | +75.2% |
| 5Y | +203.3% | +2.6% | +200.7% | +200.1% |
| All | +491.1% | +21.8% | +469.2% | +529.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling