+22.6%
BAC vs MUB
+2.5%
+20.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +3.2% | -1.3% | +4.5% | +3.8% |
| 30D | -0.7% | +2.2% | -2.9% | -1.6% |
| 3M | -20.0% | -1.6% | -18.4% | -19.5% |
| 6M | +3.4% | -1.3% | +4.7% | +4.0% |
| YTD | -5.7% | -0.7% | -5.1% | -5.5% |
| 1Y | -1.4% | -0.2% | -1.2% | -1.4% |
| 3Y | +97.9% | +9.6% | +88.3% | +88.0% |
| All | +22.6% | +2.5% | +20.1% | -5.8% |
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