-19.0%
BAX vs MUB
+9.9%
-29.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.9% |
| 7D | +0.1% | -1.3% | +1.3% | +2.2% |
| 30D | +4.1% | +2.2% | +1.9% | +0.4% |
| 3M | -4.5% | -1.6% | -2.9% | -1.9% |
| 6M | +49.2% | -1.3% | +50.5% | +52.8% |
| YTD | +35.2% | -0.7% | +35.9% | +37.5% |
| 1Y | +38.3% | -0.2% | +38.5% | +39.7% |
| 3Y | -19.0% | +9.6% | -28.7% | -24.8% |
| All | -19.0% | +9.9% | -29.0% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling