+23.3%
BX vs MUB
+2.1%
+21.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.0% | -0.3% | -1.7% | -1.3% |
| 30D | -2.3% | -1.5% | -0.8% | +1.5% |
| 3M | +18.5% | -1.9% | +20.5% | +24.4% |
| 6M | +23.7% | -1.7% | +25.4% | +29.4% |
| YTD | -10.4% | -0.8% | -9.6% | -8.2% |
| 1Y | -19.6% | +1.5% | -21.0% | -21.9% |
| 3Y | +30.8% | +8.8% | +22.0% | +5.7% |
| All | +23.3% | +2.1% | +21.2% | +0.1% |
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 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