+22.3%
MUB vs ACWI
+223.6%
-201.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +3.4% | -3.3% | +6.7% | +3.7% |
| 3M | -0.7% | -3.4% | +2.7% | -0.4% |
| 6M | -1.0% | +0.8% | -1.8% | -1.1% |
| YTD | 0.0% | +10.7% | -10.7% | -1.0% |
| 1Y | +0.4% | +11.6% | -11.2% | -0.7% |
| 3Y | +10.5% | +73.4% | -62.9% | +4.8% |
| 5Y | +3.1% | +60.2% | -57.1% | -1.7% |
| All | +22.3% | +223.6% | -201.3% | +5.5% |
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