-10.6%
BITO vs MUB
+2.0%
-12.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.5% |
| 7D | -3.4% | -0.8% | -2.6% | -2.5% |
| 30D | +21.4% | -2.4% | +23.8% | +24.8% |
| 3M | +20.5% | -2.8% | +23.3% | +24.5% |
| 6M | +7.4% | -2.2% | +9.6% | +10.2% |
| YTD | -13.9% | -1.6% | -12.3% | -12.3% |
| 1Y | -35.1% | 0.0% | -35.1% | -35.0% |
| 3Y | +156.8% | +7.9% | +148.9% | +131.9% |
| All | -10.6% | +2.0% | -12.5% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling