+3.5%
MUB vs CRL
-10.4%
+13.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.7% | -0.1% |
| 7D | +0.7% | -6.1% | +6.8% | +0.8% |
| 30D | +4.4% | +12.4% | -8.0% | +4.1% |
| 3M | -0.2% | +27.1% | -27.3% | -0.7% |
| 6M | -0.6% | +85.7% | -86.3% | -2.0% |
| YTD | +0.3% | +69.2% | -68.9% | -1.0% |
| 1Y | +0.8% | +97.5% | -96.8% | -0.9% |
| 3Y | +12.0% | +86.1% | -74.1% | +9.7% |
| All | +3.5% | -10.4% | +13.9% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling