+45.8%
BAC vs MUB
+78.3%
-32.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.2% | +0.7% | -1.9% | -1.4% |
| 30D | -7.7% | +4.4% | -12.0% | -8.7% |
| 3M | -21.2% | -0.2% | -21.0% | -21.1% |
| 6M | -6.8% | -0.6% | -6.2% | -6.7% |
| YTD | -8.7% | +0.3% | -9.0% | -8.8% |
| 1Y | -5.3% | +0.8% | -6.1% | -5.5% |
| 3Y | +87.4% | +12.0% | +75.4% | +81.6% |
| 5Y | +18.9% | +3.4% | +15.5% | +17.2% |
| 10Y | +273.3% | +20.7% | +252.6% | +264.2% |
| All | +45.8% | +78.3% | -32.5% | +12.7% |
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