+84.9%
BAC vs MUB
+76.3%
+8.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | -0.9% | +1.9% | +1.3% |
| 30D | -0.4% | -1.4% | +1.0% | 0.0% |
| 3M | +16.9% | -2.2% | +19.1% | +17.6% |
| 6M | +26.6% | -1.9% | +28.5% | +27.3% |
| YTD | +15.8% | -0.8% | +16.6% | +16.0% |
| 1Y | +27.2% | +2.7% | +24.4% | +26.3% |
| 3Y | +132.4% | +8.6% | +123.8% | +127.0% |
| 5Y | +72.6% | +2.0% | +70.5% | +70.7% |
| 10Y | +389.7% | +17.9% | +371.8% | +379.7% |
| All | +84.9% | +76.3% | +8.6% | +43.4% |
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 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