+75.9%
MUB vs ARWR
+17.7%
+58.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | +0.7% | -2.9% | +3.6% | +0.7% |
| 30D | +4.4% | -5.4% | +9.8% | +4.4% |
| 3M | -0.2% | -32.2% | +32.1% | -0.1% |
| 6M | -0.6% | -26.5% | +25.9% | -0.5% |
| YTD | +0.3% | -12.4% | +12.7% | +0.3% |
| 1Y | +0.8% | +46.9% | -46.1% | +0.6% |
| 3Y | +12.0% | +116.0% | -104.0% | +11.6% |
| 5Y | +3.4% | -28.0% | +31.4% | +3.1% |
| 10Y | +20.7% | +923.9% | -903.3% | +20.5% |
| All | +75.9% | +17.7% | +58.1% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling