+79.9%
BP vs MUB
+78.3%
+1.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -11.6% | +0.7% | -12.3% | -11.9% |
| 30D | 0.0% | +4.4% | -4.3% | -1.7% |
| 3M | +6.7% | -0.2% | +6.9% | +6.8% |
| 6M | +2.2% | -0.6% | +2.8% | +2.3% |
| YTD | +33.0% | +0.3% | +32.6% | +32.5% |
| 1Y | +30.7% | +0.8% | +30.0% | +30.0% |
| 3Y | +44.2% | +12.0% | +32.2% | +36.2% |
| 5Y | +105.1% | +3.4% | +101.7% | +101.5% |
| 10Y | +133.5% | +20.7% | +112.9% | +118.3% |
| All | +79.9% | +78.3% | +1.6% | +41.6% |
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