-8.5%
BX vs MUB
+0.1%
-8.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +4.7% |
| 7D | +8.3% | +0.6% | +7.7% | +6.2% |
| 30D | +13.5% | +3.2% | +10.3% | +2.4% |
| 3M | -7.6% | -1.1% | -6.6% | -2.0% |
| 6M | +4.0% | -1.1% | +5.2% | +10.8% |
| YTD | -15.2% | -0.5% | -14.7% | -9.9% |
| 1Y | -8.5% | 0.0% | -8.4% | -3.0% |
| All | -8.5% | +0.1% | -8.6% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling