+33.4%
MUB vs GWRE
+736.4%
-703.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.2% | -30.9% | +29.7% | -0.9% |
| 30D | -2.8% | -20.7% | +17.9% | -2.6% |
| 3M | -3.1% | +20.2% | -23.2% | -3.3% |
| 6M | -2.9% | -11.9% | +9.0% | -2.9% |
| YTD | -2.0% | -30.3% | +28.3% | -1.8% |
| 1Y | 0.0% | -44.6% | +44.6% | +0.5% |
| 3Y | +7.4% | +48.8% | -41.4% | +6.5% |
| 5Y | +0.8% | +14.8% | -14.0% | -0.2% |
| 10Y | +16.7% | +128.1% | -111.4% | +15.6% |
| All | +33.4% | +736.4% | -703.0% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling