+75.9%
MUB vs IWD
+378.2%
-302.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +4.4% | +2.7% | +1.7% | +4.3% |
| 3M | -0.2% | +0.9% | -1.0% | -0.2% |
| 6M | -0.6% | +10.5% | -11.2% | -1.0% |
| YTD | +0.3% | +23.7% | -23.4% | -0.4% |
| 1Y | +0.8% | +28.7% | -28.0% | -0.1% |
| 3Y | +12.0% | +79.7% | -67.7% | +9.7% |
| 5Y | +3.4% | +69.7% | -66.2% | +1.4% |
| 10Y | +20.7% | +211.4% | -190.7% | +16.0% |
| All | +75.9% | +378.2% | -302.4% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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