+29.0%
BIL vs MUB
+77.6%
-48.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | 0.0% | +3.4% | -3.4% | 0.0% |
| 3M | +0.6% | -0.7% | +1.3% | +0.6% |
| 6M | +1.5% | -1.0% | +2.5% | +1.5% |
| YTD | +2.8% | 0.0% | +2.8% | +2.8% |
| 1Y | +3.3% | +0.4% | +2.9% | +3.3% |
| 3Y | +13.4% | +10.5% | +2.9% | +13.5% |
| 5Y | +19.8% | +3.1% | +16.7% | +19.8% |
| 10Y | +25.7% | +22.0% | +3.6% | +25.8% |
| All | +29.0% | +77.6% | -48.7% | +29.5% |
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