+37.3%
MUB vs CDW
+903.1%
-865.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.9% | +3.2% | -4.0% | -0.9% |
| 30D | -1.4% | +9.3% | -10.7% | -1.6% |
| 3M | -2.2% | +9.8% | -11.9% | -2.3% |
| 6M | -1.9% | +23.3% | -25.2% | -2.3% |
| YTD | -0.8% | +13.7% | -14.4% | -1.1% |
| 1Y | +2.7% | -6.5% | +9.2% | +2.7% |
| 3Y | +8.6% | -25.2% | +33.8% | +8.8% |
| 5Y | +2.0% | -19.5% | +21.5% | +1.9% |
| 10Y | +17.9% | +285.8% | -267.9% | +17.2% |
| All | +37.3% | +903.1% | -865.8% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling