+73.9%
MUB vs CPB
+11.0%
+62.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.1% |
| 7D | -0.9% | -8.6% | +7.7% | -0.7% |
| 30D | -1.4% | -7.2% | +5.8% | -1.3% |
| 3M | -2.2% | +0.9% | -3.0% | -2.2% |
| 6M | -1.9% | -11.8% | +9.9% | -1.7% |
| YTD | -0.8% | -19.4% | +18.6% | -0.4% |
| 1Y | +2.7% | -30.4% | +33.1% | +3.4% |
| 3Y | +8.6% | -40.2% | +48.7% | +9.6% |
| 5Y | +2.0% | -39.5% | +41.5% | +2.8% |
| 10Y | +17.9% | -47.4% | +65.3% | +19.1% |
| All | +73.9% | +11.0% | +62.9% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling