+105.1%
CTVA vs MUB
+1.5%
+103.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -5.8% | -0.7% | -5.1% | -5.5% |
| 30D | +11.1% | -2.0% | +13.0% | +11.9% |
| 3M | +13.2% | -2.5% | +15.8% | +14.4% |
| 6M | +8.7% | -2.3% | +11.1% | +9.8% |
| YTD | +27.3% | -1.3% | +28.6% | +28.0% |
| 1Y | +18.0% | +1.1% | +16.9% | +17.4% |
| 3Y | +76.5% | +8.2% | +68.3% | +70.9% |
| 5Y | +105.1% | +1.5% | +103.6% | +83.4% |
| All | +105.1% | +1.5% | +103.6% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling