+22.0%
MUB vs ARWR
+1,055.7%
-1,033.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +0.6% | -17.7% | +18.3% | +0.8% |
| 30D | +3.4% | -21.9% | +25.3% | +3.6% |
| 3M | -0.7% | -44.5% | +43.8% | -0.2% |
| 6M | -1.0% | -32.6% | +31.6% | -0.7% |
| YTD | 0.0% | -26.2% | +26.2% | +0.1% |
| 1Y | +0.4% | +23.0% | -22.6% | 0.0% |
| 3Y | +10.5% | +81.8% | -71.3% | +9.3% |
| 5Y | +3.1% | -36.0% | +39.1% | +2.4% |
| 10Y | +22.0% | +1,039.5% | -1,017.5% | +19.7% |
| All | +22.0% | +1,055.7% | -1,033.6% | +19.7% |
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