+74.5%
MUB vs ACWI
+330.1%
-255.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.6% |
| 7D | +0.9% | -4.0% | +4.9% | +1.1% |
| 30D | +3.8% | -5.8% | +9.6% | +4.0% |
| 3M | -0.7% | -5.0% | +4.3% | -0.5% |
| 6M | -0.8% | +0.7% | -1.5% | -0.8% |
| YTD | 0.0% | +8.4% | -8.5% | -0.4% |
| 1Y | +0.6% | +10.1% | -9.5% | +0.2% |
| 3Y | +11.4% | +70.8% | -59.4% | +9.0% |
| 5Y | +3.1% | +55.4% | -52.3% | +1.0% |
| 10Y | +20.2% | +223.3% | -203.1% | +15.2% |
| All | +74.5% | +330.1% | -255.6% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling