+75.7%
CTVA vs MUB
+8.2%
+67.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -5.8% | -0.7% | -5.1% | -5.4% |
| 30D | +11.1% | -2.0% | +13.0% | +12.3% |
| 3M | +13.2% | -2.5% | +15.8% | +15.0% |
| 6M | +8.7% | -2.3% | +11.1% | +10.3% |
| YTD | +27.3% | -1.3% | +28.6% | +28.3% |
| 1Y | +18.0% | +1.1% | +16.9% | +16.9% |
| All | +75.7% | +8.2% | +67.4% | +63.7% |
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