+18.0%
MUB vs CRL
+241.6%
-223.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -1.5% | +5.0% | -6.5% | -1.7% |
| 3M | -1.9% | +50.6% | -52.5% | -3.2% |
| 6M | -1.7% | +60.9% | -62.6% | -3.3% |
| YTD | -0.8% | +40.7% | -41.5% | -2.0% |
| 1Y | +1.5% | +73.3% | -71.8% | -0.5% |
| 3Y | +8.8% | +40.6% | -31.8% | +6.6% |
| 5Y | +2.0% | -37.0% | +39.0% | +2.7% |
| 10Y | +18.0% | +244.3% | -226.3% | +11.8% |
| All | +18.0% | +241.6% | -223.6% | +11.8% |
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