+40.1%
MUB vs AR
-33.4%
+73.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +0.7% | -14.3% | +15.0% | +0.7% |
| 30D | +4.4% | +1.4% | +2.9% | +4.4% |
| 3M | -0.4% | +3.4% | -3.8% | -0.4% |
| 6M | -0.9% | -2.1% | +1.2% | -0.9% |
| YTD | +0.1% | +4.7% | -4.6% | 0.0% |
| 1Y | +0.5% | +10.6% | -10.1% | +0.5% |
| 3Y | +11.7% | +24.6% | -12.9% | +11.6% |
| 5Y | +3.2% | +71.9% | -68.7% | +2.9% |
| 10Y | +20.3% | +46.4% | -26.0% | +15.5% |
| All | +40.1% | -33.4% | +73.5% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling