+74.7%
MUB vs CHD
+1,219.7%
-1,145.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | +2.4% | +11.6% | -9.2% | +2.1% |
| 3M | -1.1% | +10.7% | -11.8% | -1.4% |
| 6M | -1.0% | +20.2% | -21.2% | -1.5% |
| YTD | -0.3% | +34.5% | -34.8% | -1.1% |
| 1Y | 0.0% | +32.6% | -32.6% | -0.8% |
| 3Y | +10.2% | +29.1% | -18.9% | +9.3% |
| 5Y | +2.9% | +31.5% | -28.6% | +1.9% |
| 10Y | +21.9% | +190.9% | -169.0% | +18.4% |
| All | +74.7% | +1,219.7% | -1,145.0% | +65.0% |
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