+91.8%
AUR vs MUB
+7.4%
+84.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -0.2% |
| 7D | +0.2% | -1.2% | +1.4% | +4.4% |
| 30D | -8.9% | -2.8% | -6.2% | 0.0% |
| 3M | +4.6% | -3.1% | +7.7% | +16.3% |
| 6M | +44.9% | -2.9% | +47.7% | +60.4% |
| YTD | +64.8% | -2.0% | +66.9% | +77.7% |
| 1Y | +16.4% | 0.0% | +16.4% | +17.5% |
| All | +91.8% | +7.4% | +84.4% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling