+73.9%
MUB vs CHD
+1,064.0%
-990.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -0.9% | -2.7% | +1.8% | -0.8% |
| 30D | -1.4% | -4.6% | +3.2% | -1.3% |
| 3M | -2.2% | +5.0% | -7.2% | -2.3% |
| 6M | -1.9% | -3.2% | +1.3% | -1.8% |
| YTD | -0.8% | +18.6% | -19.4% | -1.2% |
| 1Y | +2.7% | +4.8% | -2.1% | +2.6% |
| 3Y | +8.6% | +6.1% | +2.5% | +8.3% |
| 5Y | +2.0% | +24.0% | -21.9% | +1.3% |
| 10Y | +17.9% | +124.5% | -106.5% | +15.2% |
| All | +73.9% | +1,064.0% | -990.1% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling