+75.4%
MUB vs CP
+769.4%
-694.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | +0.7% | +2.8% | -2.1% | +0.7% |
| 30D | +4.4% | +10.2% | -5.8% | +4.2% |
| 3M | -0.4% | +2.4% | -2.8% | -0.5% |
| 6M | -0.9% | +7.7% | -8.5% | -1.0% |
| YTD | +0.1% | +26.0% | -25.9% | -0.3% |
| 1Y | +0.5% | +34.6% | -34.1% | 0.0% |
| 3Y | +11.7% | +26.7% | -15.0% | +11.2% |
| 5Y | +3.2% | +24.9% | -21.7% | +2.7% |
| 10Y | +20.3% | +258.6% | -238.3% | +18.7% |
| All | +75.4% | +769.4% | -694.0% | +70.0% |
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