+22.9%
MUB vs CP
+251.7%
-228.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +3.9% | +9.6% | -5.7% | +3.6% |
| 3M | -0.2% | +2.2% | -2.5% | -0.3% |
| 6M | -0.4% | +11.1% | -11.5% | -0.8% |
| YTD | +0.5% | +28.2% | -27.6% | -0.4% |
| 1Y | +0.7% | +32.2% | -31.5% | -0.4% |
| 3Y | +11.1% | +35.5% | -24.4% | +9.6% |
| 5Y | +3.7% | +26.8% | -23.0% | +2.4% |
| 10Y | +22.9% | +256.9% | -234.0% | +17.8% |
| All | +22.9% | +251.7% | -228.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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