+73.9%
MUB vs CRL
+444.3%
-370.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -0.9% | -1.0% | +0.2% | -0.8% |
| 30D | -1.4% | +10.7% | -12.1% | -1.6% |
| 3M | -2.2% | +55.3% | -57.4% | -2.9% |
| 6M | -1.9% | +60.7% | -62.5% | -2.7% |
| YTD | -0.8% | +44.6% | -45.4% | -1.5% |
| 1Y | +2.7% | +77.7% | -75.0% | +1.6% |
| 3Y | +8.6% | +37.6% | -29.0% | +7.4% |
| 5Y | +2.0% | -35.8% | +37.9% | +1.8% |
| 10Y | +17.9% | +241.7% | -223.8% | +15.8% |
| All | +73.9% | +444.3% | -370.4% | +72.7% |
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 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