-1.6%
SW vs MUB
+3.2%
-4.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -2.2% |
| 7D | +4.7% | +0.9% | +3.7% | +3.1% |
| 30D | +5.0% | +3.8% | +1.2% | -1.1% |
| 3M | -7.3% | -0.7% | -6.7% | -6.2% |
| 6M | +15.0% | -0.8% | +15.8% | +16.9% |
| YTD | +18.5% | 0.0% | +18.5% | +19.5% |
| 1Y | +27.1% | +0.6% | +26.5% | +27.3% |
| 3Y | +49.3% | +11.4% | +38.0% | +34.2% |
| 5Y | -1.6% | +3.1% | -4.7% | -19.0% |
| All | -1.6% | +3.2% | -4.9% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 5y: compounded portfolio wealth divided by compounded MUB 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…
5y analysis · Full analysis span regression · 6 months rolling