+18.0%
MUB vs CDW
+263.0%
-245.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.1% |
| 7D | -0.3% | -3.9% | +3.6% | -0.2% |
| 30D | -1.5% | +6.9% | -8.4% | -1.7% |
| 3M | -1.9% | +7.7% | -9.6% | -2.1% |
| 6M | -1.7% | +18.3% | -20.0% | -2.2% |
| YTD | -0.8% | +7.8% | -8.5% | -1.1% |
| 1Y | +1.5% | -12.2% | +13.7% | +1.6% |
| 3Y | +8.8% | -28.9% | +37.7% | +9.2% |
| 5Y | +2.0% | -22.8% | +24.8% | +1.9% |
| 10Y | +18.0% | +266.1% | -248.1% | +16.4% |
| All | +18.0% | +263.0% | -245.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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