+75.9%
MUB vs COO
+396.1%
-320.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | +0.7% | +4.7% | -4.0% | +0.6% |
| 30D | +4.4% | +13.9% | -9.5% | +4.1% |
| 3M | -0.2% | -14.9% | +14.8% | +0.1% |
| 6M | -0.6% | +2.0% | -2.6% | -0.7% |
| YTD | +0.3% | -23.9% | +24.3% | +0.8% |
| 1Y | +0.8% | -9.6% | +10.4% | +0.9% |
| 3Y | +12.0% | -25.4% | +37.4% | +12.4% |
| 5Y | +3.4% | -41.2% | +44.6% | +4.0% |
| 10Y | +20.7% | +42.1% | -21.4% | +19.9% |
| All | +75.9% | +396.1% | -320.2% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling