+17.3%
MUB vs COPX
+583.8%
-566.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.8% | -2.3% | +1.5% | -0.8% |
| 30D | -2.4% | +0.3% | -2.6% | -2.4% |
| 3M | -2.8% | +6.8% | -9.7% | -3.1% |
| 6M | -2.2% | +7.9% | -10.2% | -2.6% |
| YTD | -1.6% | +23.7% | -25.3% | -2.4% |
| 1Y | 0.0% | +71.5% | -71.5% | -1.7% |
| 3Y | +7.9% | +149.1% | -141.2% | +4.6% |
| 5Y | +1.2% | +167.3% | -166.1% | -2.4% |
| All | +17.3% | +583.8% | -566.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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