+127.0%
BP vs MUB
+21.7%
+105.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -6.3% | +0.6% | -6.9% | -6.8% |
| 30D | -3.6% | +3.4% | -7.0% | -6.4% |
| 3M | +5.2% | -0.7% | +5.9% | +5.8% |
| 6M | +5.3% | -1.0% | +6.3% | +6.0% |
| YTD | +33.1% | 0.0% | +33.1% | +32.6% |
| 1Y | +26.3% | +0.4% | +25.9% | +25.3% |
| 3Y | +47.5% | +10.5% | +37.0% | +31.5% |
| 5Y | +106.2% | +3.1% | +103.1% | +101.3% |
| 10Y | +127.0% | +22.0% | +104.9% | +104.1% |
| All | +127.0% | +21.7% | +105.3% | +104.1% |
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