+76.0%
MUB vs CRL
+566.7%
-490.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | 0.0% |
| 7D | +1.0% | +4.4% | -3.3% | +1.0% |
| 30D | +3.9% | +17.1% | -13.2% | +3.6% |
| 3M | -0.4% | +32.1% | -32.5% | -0.9% |
| 6M | -0.6% | +98.9% | -99.5% | -1.7% |
| YTD | +0.4% | +77.1% | -76.7% | -0.7% |
| 1Y | +0.8% | +110.3% | -109.4% | -0.5% |
| 3Y | +11.3% | +108.5% | -97.2% | +9.4% |
| 5Y | +3.4% | -7.9% | +11.3% | +2.5% |
| 10Y | +21.9% | +368.9% | -347.0% | +19.3% |
| All | +76.0% | +566.7% | -490.7% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling