-9.4%
BITO vs MUB
+2.3%
-11.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +1.1% | -0.7% | +1.8% | +1.9% |
| 30D | +21.8% | -2.0% | +23.7% | +24.5% |
| 3M | +25.0% | -2.5% | +27.6% | +28.7% |
| 6M | +11.3% | -2.3% | +13.7% | +14.4% |
| YTD | -12.7% | -1.3% | -11.4% | -11.4% |
| 1Y | -32.3% | +1.1% | -33.4% | -33.0% |
| 3Y | +150.3% | +8.2% | +142.1% | +125.3% |
| All | -9.4% | +2.3% | -11.6% | -20.2% |
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