+77.0%
BP vs MUB
+76.3%
+0.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | -0.9% | +4.8% | +4.3% |
| 30D | +7.6% | -1.4% | +9.0% | +8.2% |
| 3M | +0.7% | -2.2% | +2.9% | +1.6% |
| 6M | +15.5% | -1.9% | +17.4% | +16.3% |
| YTD | +30.8% | -0.8% | +31.6% | +31.0% |
| 1Y | +34.3% | +2.7% | +31.6% | +32.3% |
| 3Y | +35.1% | +8.6% | +26.5% | +29.4% |
| 5Y | +126.8% | +2.0% | +124.8% | +124.2% |
| 10Y | +123.4% | +17.9% | +105.4% | +110.0% |
| All | +77.0% | +76.3% | +0.7% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling