+73.9%
MUB vs CP
+762.1%
-688.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.9% | -2.7% | +1.8% | -0.8% |
| 30D | -1.4% | +0.2% | -1.6% | -1.4% |
| 3M | -2.2% | +2.6% | -4.7% | -2.2% |
| 6M | -1.9% | +6.0% | -7.8% | -2.0% |
| YTD | -0.8% | +24.9% | -25.7% | -1.1% |
| 1Y | +2.7% | +20.1% | -17.4% | +2.4% |
| 3Y | +8.6% | +16.4% | -7.8% | +8.2% |
| 5Y | +2.0% | +31.7% | -29.7% | +1.5% |
| 10Y | +17.9% | +223.9% | -205.9% | +16.3% |
| All | +73.9% | +762.1% | -688.2% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling