+23.3%
MUB vs ARWR
+1,009.4%
-986.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.6% | -0.8% |
| 7D | -0.8% | -17.9% | +17.1% | -0.7% |
| 30D | +2.4% | -18.9% | +21.3% | +2.6% |
| 3M | -1.1% | -46.0% | +44.9% | -0.6% |
| 6M | -1.0% | -40.3% | +39.3% | -0.6% |
| YTD | -0.3% | -29.0% | +28.7% | -0.1% |
| 1Y | 0.0% | +13.8% | -13.8% | -0.3% |
| 3Y | +10.2% | +74.9% | -64.7% | +9.0% |
| 5Y | +2.9% | -36.2% | +39.1% | +2.2% |
| All | +23.3% | +1,009.4% | -986.1% | +20.9% |
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