+1,610.9%
BX vs MUB
+76.3%
+1,534.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | -0.9% | -3.5% | -3.6% |
| 30D | +0.1% | -1.4% | +1.5% | +1.5% |
| 3M | +16.0% | -2.2% | +18.2% | +18.5% |
| 6M | +21.6% | -1.9% | +23.5% | +24.0% |
| YTD | -8.9% | -0.8% | -8.1% | -8.0% |
| 1Y | -16.6% | +2.7% | -19.4% | -18.4% |
| 3Y | +43.3% | +8.6% | +34.7% | +34.0% |
| 5Y | +25.7% | +2.0% | +23.7% | +22.5% |
| 10Y | +689.5% | +17.9% | +671.6% | +629.5% |
| All | +1,610.9% | +76.3% | +1,534.6% | +1,063.9% |
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