+0.8%
MUB vs CPAY
+53.2%
-52.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.2% | -2.7% | +1.4% | -1.2% |
| 30D | -2.8% | +0.6% | -3.3% | -2.8% |
| 3M | -3.1% | +17.0% | -20.1% | -3.3% |
| 6M | -2.9% | +24.1% | -27.0% | -3.2% |
| YTD | -2.0% | +35.7% | -37.8% | -2.6% |
| 1Y | 0.0% | +34.0% | -34.0% | -0.6% |
| 3Y | +7.4% | +50.3% | -42.8% | +6.2% |
| 5Y | +0.8% | +56.7% | -55.9% | -0.9% |
| All | +0.8% | +53.2% | -52.4% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 5y: compounded portfolio wealth divided by compounded CPAY 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…
5y analysis · Full analysis span regression · 6 months rolling