+30.7%
BAX vs MUB
+77.6%
-47.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | +3.6% | +0.6% | +3.0% | +3.4% |
| 30D | +8.5% | +3.4% | +5.1% | +7.1% |
| 3M | -4.9% | -0.7% | -4.2% | -4.6% |
| 6M | +47.0% | -1.0% | +48.0% | +47.5% |
| YTD | +38.4% | 0.0% | +38.5% | +38.6% |
| 1Y | +49.1% | +0.4% | +48.8% | +49.1% |
| 3Y | -14.9% | +10.5% | -25.4% | -17.3% |
| 5Y | -63.1% | +3.1% | -66.2% | -63.6% |
| 10Y | -35.6% | +22.0% | -57.6% | -38.4% |
| All | +30.7% | +77.6% | -47.0% | +12.1% |
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