+76.0%
CTAS vs MUB
+11.9%
+64.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +1.2% | +0.7% | +0.5% | +0.5% |
| 30D | +12.8% | +4.4% | +8.4% | +8.2% |
| 3M | +10.3% | -0.2% | +10.4% | +10.6% |
| 6M | +32.0% | -0.6% | +32.6% | +32.9% |
| YTD | +19.1% | +0.3% | +18.8% | +18.8% |
| 1Y | +21.5% | +0.8% | +20.7% | +20.7% |
| 3Y | +76.0% | +12.0% | +64.0% | +55.7% |
| All | +76.0% | +11.9% | +64.2% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling