+136.1%
AWK vs MUB
+17.4%
+118.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.9% |
| 7D | +0.6% | -0.7% | +1.3% | +1.9% |
| 30D | +4.3% | -2.0% | +6.3% | +8.0% |
| 3M | +12.5% | -2.5% | +15.1% | +17.7% |
| 6M | +3.3% | -2.3% | +5.6% | +7.7% |
| YTD | +9.8% | -1.3% | +11.1% | +12.2% |
| 1Y | +2.9% | +1.1% | +1.8% | +0.8% |
| 3Y | +9.6% | +8.2% | +1.4% | -4.7% |
| 5Y | -16.7% | +1.5% | -18.1% | -18.7% |
| 10Y | +136.1% | +17.6% | +118.5% | +91.8% |
| All | +136.1% | +17.4% | +118.7% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling