+452.3%
EWT vs MUB
+21.8%
+430.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +9.1% | -1.3% | +10.4% | +10.8% |
| 30D | -12.2% | +2.2% | -14.4% | -14.5% |
| 3M | -9.4% | -1.6% | -7.8% | -7.7% |
| 6M | +2.7% | -1.3% | +3.9% | +4.3% |
| YTD | +53.3% | -0.7% | +53.9% | +55.0% |
| 1Y | +59.2% | -0.2% | +59.4% | +60.1% |
| 3Y | +157.1% | +9.6% | +147.5% | +133.2% |
| 5Y | +119.6% | +2.6% | +117.1% | +113.5% |
| All | +452.3% | +21.8% | +430.5% | +422.8% |
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