+18.0%
BAC vs MUB
+3.5%
+14.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.2% | +0.7% | -1.9% | -1.5% |
| 30D | -7.7% | +4.4% | -12.0% | -9.3% |
| 3M | -21.2% | -0.2% | -21.0% | -21.1% |
| 6M | -6.8% | -0.6% | -6.2% | -6.6% |
| YTD | -8.7% | +0.3% | -9.0% | -8.8% |
| 1Y | -5.3% | +0.8% | -6.1% | -5.6% |
| 3Y | +87.4% | +12.0% | +75.4% | +76.7% |
| All | +18.0% | +3.5% | +14.5% | -11.4% |
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