+23.6%
EW vs MUB
-0.1%
+23.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.8% |
| 7D | +4.9% | -0.8% | +5.8% | +5.8% |
| 30D | +24.1% | +2.4% | +21.7% | +21.6% |
| 3M | +13.7% | -1.1% | +14.8% | +18.0% |
| 6M | +32.7% | -1.0% | +33.7% | +38.0% |
| YTD | +24.1% | -0.3% | +24.4% | +28.8% |
| 1Y | +23.6% | 0.0% | +23.6% | +27.5% |
| All | +23.6% | -0.1% | +23.7% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling