+412.6%
CSX vs MUB
+21.2%
+391.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | -2.2% | +1.0% | -3.2% | -3.0% |
| 30D | +6.8% | +3.9% | +3.0% | +3.9% |
| 3M | +0.7% | -0.4% | +1.0% | +1.0% |
| 6M | +13.3% | -0.6% | +13.8% | +13.7% |
| YTD | +40.5% | +0.4% | +40.1% | +40.2% |
| 1Y | +44.7% | +0.8% | +43.8% | +43.9% |
| 3Y | +74.5% | +11.3% | +63.2% | +60.3% |
| 5Y | +52.0% | +3.4% | +48.6% | +47.7% |
| 10Y | +412.6% | +21.9% | +390.7% | +500.7% |
| All | +412.6% | +21.2% | +391.4% | +500.7% |
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