+13.6%
MUB vs TW
+301.3%
-287.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -1.3% | +3.9% | -5.2% | -1.4% |
| 30D | +2.2% | +19.9% | -17.8% | +1.7% |
| 3M | -1.6% | +25.9% | -27.6% | -2.3% |
| 6M | -1.3% | +21.1% | -22.4% | -1.9% |
| YTD | -0.7% | +23.9% | -24.6% | -1.4% |
| 1Y | -0.2% | +21.2% | -21.4% | -0.9% |
| 3Y | +9.6% | +44.8% | -35.2% | +7.9% |
| 5Y | +2.6% | +41.4% | -38.8% | +0.8% |
| All | +13.6% | +301.3% | -287.7% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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