+2,141.2%
CRM vs MUB
+74.1%
+2,067.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | -8.1% | -1.2% | -6.9% | -7.7% |
| 30D | +23.1% | -2.8% | +25.8% | +24.4% |
| 3M | +42.5% | -3.1% | +45.6% | +44.2% |
| 6M | +25.3% | -2.9% | +28.2% | +26.7% |
| YTD | -7.8% | -2.0% | -5.8% | -7.1% |
| 1Y | +1.0% | 0.0% | +1.1% | +1.1% |
| 3Y | +10.0% | +7.4% | +2.6% | +7.2% |
| 5Y | -3.9% | +0.8% | -4.7% | -5.0% |
| 10Y | +233.2% | +16.7% | +216.5% | +227.8% |
| All | +2,141.2% | +74.1% | +2,067.1% | +2,114.0% |
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