+23.3%
MUB vs CRL
+354.1%
-330.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.8% | +8.9% | -9.7% | -1.1% |
| 30D | +2.4% | +14.0% | -11.6% | +2.0% |
| 3M | -1.1% | +19.8% | -20.9% | -1.7% |
| 6M | -1.0% | +102.0% | -103.0% | -3.3% |
| YTD | -0.3% | +70.8% | -71.2% | -2.2% |
| 1Y | 0.0% | +98.7% | -98.7% | -2.4% |
| 3Y | +10.2% | +98.2% | -88.0% | +6.7% |
| 5Y | +2.9% | -11.7% | +14.6% | +2.4% |
| All | +23.3% | +354.1% | -330.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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