+2,037.9%
COR vs MUB
+76.3%
+1,961.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.8% | -0.9% | +3.6% | +3.0% |
| 30D | +4.5% | -1.4% | +6.0% | +4.9% |
| 3M | +22.7% | -2.2% | +24.8% | +23.4% |
| 6M | -9.7% | -1.9% | -7.9% | -9.3% |
| YTD | -1.4% | -0.8% | -0.7% | -1.2% |
| 1Y | +13.9% | +2.7% | +11.2% | +13.0% |
| 3Y | +94.0% | +8.6% | +85.4% | +89.4% |
| 5Y | +184.0% | +2.0% | +182.0% | +182.1% |
| 10Y | +406.8% | +17.9% | +388.8% | +393.3% |
| All | +2,037.9% | +76.3% | +1,961.6% | +1,709.2% |
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