+5,691.1%
BKNG vs MUB
+75.4%
+5,615.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -13.1% | -0.7% | -12.4% | -12.8% |
| 30D | -18.5% | -2.0% | -16.6% | -17.8% |
| 3M | +5.8% | -2.5% | +8.3% | +7.1% |
| 6M | -2.1% | -2.3% | +0.2% | -1.0% |
| YTD | -18.6% | -1.3% | -17.4% | -18.1% |
| 1Y | -21.7% | +1.1% | -22.8% | -21.9% |
| 3Y | +40.9% | +8.2% | +32.7% | +36.2% |
| 5Y | +91.0% | +1.5% | +89.5% | +89.0% |
| 10Y | +213.2% | +17.6% | +195.6% | +205.1% |
| All | +5,691.1% | +75.4% | +5,615.7% | +5,378.0% |
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 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