+18.0%
MUB vs COO
+43.7%
-25.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | -0.3% | -2.3% | +2.0% | -0.2% |
| 30D | -1.5% | -8.8% | +7.3% | -1.2% |
| 3M | -1.9% | +1.3% | -3.3% | -2.0% |
| 6M | -1.7% | -11.6% | +9.9% | -1.3% |
| YTD | -0.8% | -17.4% | +16.6% | -0.1% |
| 1Y | +1.5% | -1.6% | +3.1% | +1.4% |
| 3Y | +8.8% | -22.6% | +31.4% | +9.4% |
| 5Y | +2.0% | -40.3% | +42.3% | +3.4% |
| 10Y | +18.0% | +45.2% | -27.2% | +14.1% |
| All | +18.0% | +43.7% | -25.8% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling