+17.3%
MUB vs WTW
+198.0%
-180.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -0.8% | -5.7% | +4.9% | -0.6% |
| 30D | -2.4% | -7.3% | +4.9% | -2.1% |
| 3M | -2.8% | +21.5% | -24.3% | -3.5% |
| 6M | -2.2% | +9.6% | -11.9% | -2.6% |
| YTD | -1.6% | -3.3% | +1.7% | -1.6% |
| 1Y | 0.0% | -6.1% | +6.2% | +0.1% |
| 3Y | +7.9% | +61.8% | -54.0% | +5.4% |
| 5Y | +1.2% | +42.7% | -41.4% | -0.8% |
| All | +17.3% | +198.0% | -180.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling