+3.3%
MUB vs CDW
-10.5%
+13.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +0.7% | +2.1% | -1.4% | +0.7% |
| 30D | +4.4% | +14.7% | -10.4% | +4.2% |
| 3M | -0.4% | +11.1% | -11.6% | -0.6% |
| 6M | -0.9% | +45.6% | -46.5% | -1.4% |
| YTD | +0.1% | +17.1% | -17.0% | -0.3% |
| 1Y | +0.5% | +13.2% | -12.7% | +0.2% |
| 3Y | +11.7% | -22.2% | +33.9% | +11.7% |
| All | +3.3% | -10.5% | +13.7% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling