+3.5%
MUB vs CPB
-30.5%
+34.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +0.7% | +8.0% | -7.3% | +0.5% |
| 30D | +4.4% | +22.4% | -18.0% | +3.9% |
| 3M | -0.2% | +3.8% | -4.0% | -0.3% |
| 6M | -0.6% | +13.7% | -14.3% | -1.0% |
| YTD | +0.3% | -11.7% | +12.0% | +0.5% |
| 1Y | +0.8% | -18.1% | +18.9% | +1.1% |
| 3Y | +12.0% | -34.7% | +46.7% | +12.9% |
| All | +3.5% | -30.5% | +34.0% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling