+73.9%
MUB vs WY
+78.0%
-4.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -0.3% | -2.1% | +1.8% | -0.2% |
| 30D | -1.5% | -10.5% | +8.9% | -1.3% |
| 3M | -1.9% | -4.9% | +2.9% | -1.8% |
| 6M | -1.7% | -4.9% | +3.2% | -1.6% |
| YTD | -0.8% | -1.7% | +0.9% | -0.8% |
| 1Y | +1.5% | -9.4% | +10.9% | +1.7% |
| 3Y | +8.8% | -22.3% | +31.1% | +9.2% |
| 5Y | +2.0% | -20.5% | +22.5% | +2.2% |
| 10Y | +18.0% | +4.9% | +13.0% | +16.1% |
| All | +73.9% | +78.0% | -4.1% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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