+1,028.7%
AWK vs MUB
+70.7%
+958.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | 0.0% |
| 7D | -2.6% | -0.8% | -1.8% | -1.8% |
| 30D | +14.2% | +2.4% | +11.7% | +11.6% |
| 3M | +10.0% | -1.1% | +11.1% | +11.2% |
| 6M | +17.1% | -1.0% | +18.1% | +18.2% |
| YTD | +16.1% | -0.3% | +16.4% | +16.5% |
| 1Y | +17.5% | 0.0% | +17.5% | +17.6% |
| 3Y | +29.3% | +10.2% | +19.2% | +18.4% |
| 5Y | -3.5% | +2.9% | -6.4% | -6.4% |
| 10Y | +152.7% | +21.9% | +130.8% | +126.1% |
| All | +1,028.7% | +70.7% | +958.0% | +792.1% |
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