+18.0%
MUB vs AR
+45.1%
-27.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.3% | -1.8% | +1.5% | -0.3% |
| 30D | -1.5% | +12.6% | -14.1% | -1.6% |
| 3M | -1.9% | +10.0% | -12.0% | -2.0% |
| 6M | -1.7% | +0.6% | -2.4% | -1.7% |
| YTD | -0.8% | +13.4% | -14.2% | -0.9% |
| 1Y | +1.5% | +21.7% | -20.2% | +1.4% |
| 3Y | +8.8% | +45.8% | -37.0% | +8.5% |
| 5Y | +2.0% | +144.3% | -142.3% | +1.3% |
| 10Y | +18.0% | +41.8% | -23.8% | +11.6% |
| All | +18.0% | +45.1% | -27.2% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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