+755.0%
SW vs MUB
+71.4%
+683.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -5.1% | -0.9% | -4.2% | -4.7% |
| 30D | -4.6% | -1.4% | -3.2% | -4.0% |
| 3M | +9.4% | -2.2% | +11.5% | +10.5% |
| 6M | +3.5% | -1.9% | +5.4% | +4.5% |
| YTD | +22.0% | -0.8% | +22.8% | +22.7% |
| 1Y | +2.2% | +2.7% | -0.5% | +1.5% |
| 3Y | +19.6% | +8.6% | +11.0% | +16.9% |
| 5Y | -2.3% | +2.0% | -4.4% | -3.4% |
| 10Y | +181.4% | +17.9% | +163.4% | +179.5% |
| All | +755.0% | +71.4% | +683.6% | +1,086.2% |
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