+20.8%
MUB vs ACWI
+219.0%
-198.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | -2.4% | +3.1% | +0.9% |
| 30D | +4.4% | -5.2% | +9.6% | +4.8% |
| 3M | -0.2% | -4.8% | +4.7% | +0.3% |
| 6M | -0.6% | -1.3% | +0.7% | -0.5% |
| YTD | +0.3% | +8.4% | -8.0% | -0.5% |
| 1Y | +0.8% | +11.0% | -10.3% | -0.2% |
| 3Y | +12.0% | +70.6% | -58.5% | +6.4% |
| 5Y | +3.4% | +55.3% | -51.9% | -1.1% |
| All | +20.8% | +219.0% | -198.3% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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