-2.5%
BND vs MUB
+0.7%
-3.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.2% |
| 7D | -0.9% | -1.2% | +0.3% | +0.5% |
| 30D | -1.0% | -2.8% | +1.8% | +2.3% |
| 3M | -1.2% | -3.1% | +1.8% | +2.4% |
| 6M | -2.0% | -2.9% | +0.9% | +1.3% |
| YTD | -1.2% | -2.0% | +0.9% | +1.2% |
| 1Y | -0.5% | 0.0% | -0.4% | -0.5% |
| 3Y | +12.4% | +7.4% | +5.0% | +2.7% |
| 5Y | -2.5% | +0.8% | -3.3% | -1.4% |
| All | -2.5% | +0.7% | -3.2% | -1.4% |
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