+2,821.8%
CTAS vs MUB
+76.3%
+2,745.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | -0.9% | -1.0% | -1.3% |
| 30D | -0.2% | -1.4% | +1.2% | +0.7% |
| 3M | +11.7% | -2.2% | +13.8% | +13.2% |
| 6M | +0.7% | -1.9% | +2.6% | +1.9% |
| YTD | +7.4% | -0.8% | +8.2% | +8.0% |
| 1Y | -2.1% | +2.7% | -4.8% | -3.7% |
| 3Y | +62.9% | +8.6% | +54.4% | +55.0% |
| 5Y | +111.9% | +2.0% | +109.8% | +108.4% |
| 10Y | +652.2% | +17.9% | +634.3% | +614.3% |
| All | +2,821.8% | +76.3% | +2,745.5% | +2,402.8% |
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 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