+2.9%
MUB vs AR
+101.6%
-98.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -0.8% | +6.4% | -7.2% | -0.8% |
| 30D | +2.4% | +3.1% | -0.7% | +2.4% |
| 3M | -1.1% | +3.3% | -4.4% | -1.1% |
| 6M | -1.0% | +6.6% | -7.5% | -1.0% |
| YTD | -0.3% | +12.3% | -12.6% | -0.3% |
| 1Y | 0.0% | +12.3% | -12.3% | 0.0% |
| 3Y | +10.2% | +50.4% | -40.3% | +10.0% |
| 5Y | +2.9% | +101.0% | -98.1% | +3.3% |
| All | +2.9% | +101.6% | -98.7% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling