+38.9%
MUB vs CDW
+933.5%
-894.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +0.7% | +2.1% | -1.4% | +0.6% |
| 30D | +4.4% | +14.7% | -10.4% | +4.1% |
| 3M | -0.2% | +11.1% | -11.3% | -0.4% |
| 6M | -0.6% | +45.6% | -46.2% | -1.3% |
| YTD | +0.3% | +17.1% | -16.8% | -0.1% |
| 1Y | +0.8% | +13.2% | -12.4% | +0.4% |
| 3Y | +12.0% | -22.2% | +34.2% | +12.1% |
| 5Y | +3.4% | -10.1% | +13.6% | +3.1% |
| 10Y | +20.7% | +307.0% | -286.3% | +19.8% |
| All | +38.9% | +933.5% | -894.6% | +37.6% |
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