+33.0%
BLK vs MUB
+1.2%
+31.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.0% |
| 7D | -3.3% | -0.8% | -2.5% | -2.1% |
| 30D | -6.5% | -2.4% | -4.1% | -3.1% |
| 3M | +6.7% | -2.8% | +9.6% | +11.5% |
| 6M | +14.7% | -2.2% | +17.0% | +18.8% |
| YTD | +2.5% | -1.6% | +4.1% | +5.2% |
| 1Y | -2.8% | 0.0% | -2.8% | -2.5% |
| 3Y | +65.9% | +7.9% | +58.0% | +46.8% |
| All | +33.0% | +1.2% | +31.9% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling