+22.0%
BMY vs MUB
+8.2%
+13.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -4.8% | -0.7% | -4.1% | -4.3% |
| 30D | -0.7% | -2.0% | +1.3% | +0.8% |
| 3M | +15.3% | -2.5% | +17.9% | +17.5% |
| 6M | +8.5% | -2.3% | +10.9% | +10.4% |
| YTD | +23.4% | -1.3% | +24.7% | +24.7% |
| 1Y | +42.9% | +1.1% | +41.8% | +42.1% |
| All | +22.0% | +8.2% | +13.8% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling