+73.0%
MUB vs WTW
+346.7%
-273.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.4% |
| 7D | -0.7% | -7.1% | +6.4% | -0.6% |
| 30D | -2.0% | -8.5% | +6.6% | -1.8% |
| 3M | -2.5% | +20.6% | -23.1% | -2.9% |
| 6M | -2.3% | +7.2% | -9.5% | -2.5% |
| YTD | -1.3% | -3.9% | +2.6% | -1.3% |
| 1Y | +1.1% | -3.6% | +4.7% | +1.1% |
| 3Y | +8.2% | +60.7% | -52.5% | +6.9% |
| 5Y | +1.5% | +42.2% | -40.7% | +0.4% |
| 10Y | +17.6% | +195.5% | -177.9% | +14.9% |
| All | +73.0% | +346.7% | -273.7% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling