+17.8%
MUB vs ACWI
+228.2%
-210.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -0.9% | +0.5% | -1.4% | -0.9% |
| 30D | -1.4% | +0.9% | -2.3% | -1.5% |
| 3M | -2.2% | +2.4% | -4.5% | -2.4% |
| 6M | -1.9% | +12.4% | -14.3% | -2.9% |
| YTD | -0.8% | +15.2% | -15.9% | -2.1% |
| 1Y | +2.7% | +22.7% | -20.0% | +0.8% |
| 3Y | +8.6% | +75.8% | -67.2% | +2.9% |
| 5Y | +2.0% | +67.7% | -65.7% | -3.1% |
| All | +17.8% | +228.2% | -210.4% | +3.7% |
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