+73.9%
MUB vs ARWR
+74.8%
-0.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.9% | +1.7% | -2.5% | -0.9% |
| 30D | -1.4% | -0.7% | -0.8% | -1.4% |
| 3M | -2.2% | +14.9% | -17.0% | -2.2% |
| 6M | -1.9% | +32.6% | -34.5% | -2.0% |
| YTD | -0.8% | +30.0% | -30.8% | -0.9% |
| 1Y | +2.7% | +208.4% | -205.6% | +2.4% |
| 3Y | +8.6% | +208.8% | -200.2% | +8.1% |
| 5Y | +2.0% | +27.8% | -25.8% | +1.6% |
| 10Y | +17.9% | +1,107.6% | -1,089.6% | +17.6% |
| All | +73.9% | +74.8% | -0.9% | +68.6% |
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