+73.9%
MUB vs CNI
+559.8%
-485.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -0.3% | +2.5% | -2.8% | -0.3% |
| 30D | -1.5% | -2.5% | +1.0% | -1.5% |
| 3M | -1.9% | +2.7% | -4.7% | -2.0% |
| 6M | -1.7% | +16.9% | -18.7% | -2.0% |
| YTD | -0.8% | +26.3% | -27.1% | -1.1% |
| 1Y | +1.5% | +31.1% | -29.6% | +1.1% |
| 3Y | +8.8% | +21.1% | -12.3% | +8.4% |
| 5Y | +2.0% | +11.0% | -9.0% | +1.7% |
| 10Y | +18.0% | +128.1% | -110.2% | +16.7% |
| All | +73.9% | +559.8% | -485.9% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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