+2,224.8%
COST vs MUB
+76.3%
+2,148.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -3.1% | -0.9% | -2.3% | -2.8% |
| 30D | -2.8% | -1.4% | -1.4% | -2.3% |
| 3M | -5.7% | -2.2% | -3.5% | -4.9% |
| 6M | -8.8% | -1.9% | -6.9% | -8.1% |
| YTD | +6.7% | -0.8% | +7.4% | +6.9% |
| 1Y | -3.6% | +2.7% | -6.4% | -4.7% |
| 3Y | +75.1% | +8.6% | +66.5% | +69.7% |
| 5Y | +108.9% | +2.0% | +106.9% | +106.1% |
| 10Y | +586.2% | +17.9% | +568.2% | +557.2% |
| All | +2,224.8% | +76.3% | +2,148.5% | +1,888.4% |
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