+743.1%
SW vs MUB
+71.9%
+671.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.6% | +3.9% |
| 7D | +12.1% | +0.6% | +11.5% | +11.8% |
| 30D | +6.6% | +3.2% | +3.4% | +5.1% |
| 3M | -6.0% | -1.1% | -5.0% | -5.5% |
| 6M | +21.5% | -1.1% | +22.6% | +22.2% |
| YTD | +20.3% | -0.5% | +20.8% | +20.8% |
| 1Y | +28.1% | 0.0% | +28.2% | +28.5% |
| 3Y | +51.6% | +10.9% | +40.7% | +47.3% |
| 5Y | -0.1% | +2.9% | -3.0% | -1.4% |
| 10Y | +189.7% | +19.7% | +170.0% | +188.1% |
| All | +743.1% | +71.9% | +671.2% | +1,068.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling