+27.7%
BAX vs MUB
+76.3%
-48.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | -0.9% | -0.3% | -0.8% |
| 30D | -5.5% | -1.4% | -4.0% | -4.9% |
| 3M | +33.5% | -2.2% | +35.7% | +34.7% |
| 6M | +35.9% | -1.9% | +37.7% | +36.9% |
| YTD | +35.4% | -0.8% | +36.1% | +35.9% |
| 1Y | +9.8% | +2.7% | +7.0% | +9.0% |
| 3Y | -32.7% | +8.6% | -41.3% | -34.3% |
| 5Y | -65.6% | +2.0% | -67.6% | -65.9% |
| 10Y | -34.9% | +17.9% | -52.8% | -37.4% |
| All | +27.7% | +76.3% | -48.5% | +9.9% |
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