+1.5%
MUB vs CHD
+19.3%
-17.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | -0.7% | -4.2% | +3.4% | -0.6% |
| 30D | -2.0% | -7.6% | +5.6% | -1.8% |
| 3M | -2.5% | -1.6% | -0.9% | -2.5% |
| 6M | -2.3% | -6.3% | +4.0% | -2.2% |
| YTD | -1.3% | +14.6% | -15.9% | -1.7% |
| 1Y | +1.1% | +1.6% | -0.5% | +1.0% |
| 3Y | +8.2% | +3.1% | +5.1% | +8.0% |
| 5Y | +1.5% | +21.1% | -19.6% | +1.2% |
| All | +1.5% | +19.3% | -17.8% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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