+2.3%
MUB vs COO
-38.8%
+41.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.9% | -2.2% | +1.4% | -0.8% |
| 30D | -1.4% | -7.0% | +5.6% | -1.2% |
| 3M | -2.2% | +12.2% | -14.4% | -2.6% |
| 6M | -1.9% | -15.1% | +13.2% | -1.4% |
| YTD | -0.8% | -15.1% | +14.3% | -0.3% |
| 1Y | +2.7% | +2.3% | +0.4% | +2.5% |
| 3Y | +8.6% | -23.7% | +32.3% | +9.1% |
| All | +2.3% | -38.8% | +41.0% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling