+104.7%
COST vs MUB
+0.7%
+104.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.6% |
| 7D | -2.5% | -1.2% | -1.3% | -1.5% |
| 30D | -4.4% | -2.8% | -1.7% | -2.3% |
| 3M | -8.1% | -3.1% | -5.0% | -5.8% |
| 6M | -9.2% | -2.9% | -6.4% | -7.1% |
| YTD | +5.1% | -2.0% | +7.1% | +6.7% |
| 1Y | -5.1% | 0.0% | -5.1% | -5.4% |
| 3Y | +70.4% | +7.4% | +62.9% | +57.4% |
| 5Y | +104.7% | +0.8% | +103.9% | +120.8% |
| All | +104.7% | +0.7% | +104.0% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling