+18.0%
MUB vs CPB
-45.7%
+63.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -0.3% | -8.2% | +7.9% | -0.1% |
| 30D | -1.5% | -5.6% | +4.1% | -1.4% |
| 3M | -1.9% | +3.0% | -4.9% | -2.0% |
| 6M | -1.7% | -12.7% | +11.0% | -1.5% |
| YTD | -0.8% | -18.0% | +17.2% | -0.4% |
| 1Y | +1.5% | -31.7% | +33.2% | +2.2% |
| 3Y | +8.8% | -41.0% | +49.7% | +9.8% |
| 5Y | +2.0% | -38.4% | +40.4% | +2.7% |
| 10Y | +18.0% | -45.0% | +62.9% | +19.2% |
| All | +18.0% | -45.7% | +63.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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