+18.0%
MUB vs ARWR
+1,075.6%
-1,057.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -0.3% | +2.9% | -3.2% | -0.3% |
| 30D | -1.5% | -2.9% | +1.4% | -1.5% |
| 3M | -1.9% | +15.2% | -17.2% | -2.1% |
| 6M | -1.7% | +42.3% | -44.0% | -2.1% |
| YTD | -0.8% | +28.2% | -29.0% | -1.1% |
| 1Y | +1.5% | +213.2% | -211.8% | +0.3% |
| 3Y | +8.8% | +184.6% | -175.9% | +7.2% |
| 5Y | +2.0% | +29.2% | -27.2% | +0.7% |
| 10Y | +18.0% | +1,012.5% | -994.6% | +15.4% |
| All | +18.0% | +1,075.6% | -1,057.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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