+1,037.8%
AWK vs MUB
+72.1%
+965.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | +15.5% | +3.9% | +11.6% | +11.4% |
| 3M | +10.0% | -0.2% | +10.2% | +10.3% |
| 6M | +20.4% | -0.4% | +20.8% | +20.9% |
| YTD | +17.1% | +0.5% | +16.5% | +16.5% |
| 1Y | +18.3% | +0.7% | +17.6% | +17.5% |
| 3Y | +30.4% | +11.1% | +19.3% | +18.4% |
| 5Y | -2.7% | +3.7% | -6.4% | -6.3% |
| 10Y | +154.7% | +22.9% | +131.8% | +126.1% |
| All | +1,037.8% | +72.1% | +965.7% | +792.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling