+76.2%
MUB vs ARWR
-0.1%
+76.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.3% |
| 7D | +0.4% | -19.9% | +20.4% | +0.5% |
| 30D | +3.9% | -18.7% | +22.6% | +4.0% |
| 3M | -0.2% | -44.7% | +44.5% | -0.1% |
| 6M | -0.4% | -36.5% | +36.1% | -0.3% |
| YTD | +0.5% | -25.7% | +26.2% | +0.6% |
| 1Y | +0.7% | +18.9% | -18.3% | +0.6% |
| 3Y | +11.1% | +83.1% | -72.0% | +10.7% |
| 5Y | +3.7% | -34.9% | +38.6% | +3.4% |
| 10Y | +22.9% | +1,080.9% | -1,057.9% | +22.8% |
| All | +76.2% | -0.1% | +76.3% | +71.0% |
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