+60.1%
BMY vs MUB
+21.8%
+38.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.0% |
| 7D | +2.1% | -1.3% | +3.3% | +3.0% |
| 30D | +7.0% | +2.2% | +4.8% | +5.5% |
| 3M | -0.9% | -1.6% | +0.8% | +0.3% |
| 6M | +14.9% | -1.3% | +16.2% | +15.9% |
| YTD | +22.8% | -0.7% | +23.5% | +23.4% |
| 1Y | +36.2% | -0.2% | +36.4% | +36.5% |
| 3Y | +45.7% | +9.6% | +36.1% | +37.2% |
| 5Y | +31.3% | +2.6% | +28.7% | +30.1% |
| All | +60.1% | +21.8% | +38.2% | +59.2% |
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 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