+7.9%
MUB vs GWRE
+50.1%
-42.2%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -0.8% | -13.2% | +12.4% | -0.7% |
| 30D | -2.4% | -18.6% | +16.2% | -2.2% |
| 3M | -2.8% | +18.9% | -21.7% | -3.1% |
| 6M | -2.2% | -11.0% | +8.7% | -2.2% |
| YTD | -1.6% | -29.9% | +28.3% | -1.2% |
| 1Y | 0.0% | -44.3% | +44.4% | +0.8% |
| 3Y | +7.9% | +51.7% | -43.8% | +4.7% |
| All | +7.9% | +50.1% | -42.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling