+2.8%
MUB vs CAI
-11.0%
+13.8%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -1.2% | -5.1% | +3.8% | -1.2% |
| 30D | -2.8% | +3.9% | -6.7% | -2.8% |
| 3M | -3.1% | +40.1% | -43.1% | -3.2% |
| 6M | -2.9% | +29.7% | -32.5% | -3.1% |
| YTD | -2.0% | -10.9% | +8.9% | -2.3% |
| 1Y | 0.0% | -28.0% | +28.0% | -0.4% |
| All | +2.8% | -11.0% | +13.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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