+38.9%
MUB vs AR
-27.2%
+66.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.9% | +2.5% | -3.4% | -0.9% |
| 30D | -1.4% | +14.8% | -16.2% | -1.4% |
| 3M | -2.2% | +6.2% | -8.4% | -2.2% |
| 6M | -1.9% | +4.3% | -6.2% | -1.9% |
| YTD | -0.8% | +14.4% | -15.1% | -0.8% |
| 1Y | +2.7% | +21.3% | -18.6% | +2.7% |
| 3Y | +8.6% | +39.8% | -31.2% | +8.4% |
| 5Y | +2.0% | +142.1% | -140.0% | +1.8% |
| 10Y | +17.9% | +52.0% | -34.1% | +13.1% |
| All | +38.9% | -27.2% | +66.1% | +32.1% |
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