+73.9%
MUB vs IWD
+376.8%
-302.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -1.4% | +0.6% | -2.0% | -1.4% |
| 3M | -2.2% | +7.2% | -9.4% | -2.4% |
| 6M | -1.9% | +16.2% | -18.1% | -2.4% |
| YTD | -0.8% | +23.3% | -24.1% | -1.5% |
| 1Y | +2.7% | +29.6% | -26.8% | +1.8% |
| 3Y | +8.6% | +70.5% | -61.9% | +6.5% |
| 5Y | +2.0% | +73.5% | -71.4% | 0.0% |
| 10Y | +17.9% | +198.3% | -180.4% | +13.4% |
| All | +73.9% | +376.8% | -302.9% | +62.3% |
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