+277.1%
BBY vs MUB
+76.3%
+200.8%
-76.4%
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 | +8.1% | -0.3% | +8.4% | +8.4% |
| 30D | +8.9% | -1.5% | +10.5% | +10.2% |
| 3M | +22.0% | -1.9% | +24.0% | +23.9% |
| 6M | +37.8% | -1.7% | +39.5% | +39.8% |
| YTD | +37.3% | -0.8% | +38.1% | +38.2% |
| 1Y | +21.6% | +1.5% | +20.1% | +20.3% |
| 3Y | +41.5% | +8.8% | +32.7% | +33.4% |
| 5Y | +1.2% | +2.0% | -0.8% | -0.8% |
| 10Y | +237.8% | +18.0% | +219.8% | +214.1% |
| All | +277.1% | +76.3% | +200.8% | +192.8% |
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 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