+27.5%
BAX vs MUB
+78.3%
-50.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +12.1% | +0.7% | +11.4% | +11.8% |
| 30D | +7.6% | +4.4% | +3.2% | +5.9% |
| 3M | -4.5% | -0.2% | -4.3% | -4.4% |
| 6M | +52.0% | -0.6% | +52.6% | +52.4% |
| YTD | +35.1% | +0.3% | +34.8% | +35.1% |
| 1Y | +43.7% | +0.8% | +42.9% | +43.4% |
| 3Y | -20.9% | +12.0% | -32.9% | -23.5% |
| 5Y | -63.5% | +3.4% | -67.0% | -64.1% |
| 10Y | -36.0% | +20.7% | -56.7% | -38.8% |
| All | +27.5% | +78.3% | -50.7% | +9.3% |
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