+1,424.7%
BX vs MUB
+76.5%
+1,348.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.7% |
| 7D | +0.6% | -1.3% | +1.8% | +1.8% |
| 30D | +14.2% | +2.2% | +12.1% | +12.0% |
| 3M | -18.7% | -1.6% | -17.1% | -17.4% |
| 6M | +2.5% | -1.3% | +3.7% | +4.0% |
| YTD | -18.8% | -0.7% | -18.2% | -18.0% |
| 1Y | -10.3% | -0.2% | -10.1% | -9.8% |
| 3Y | +35.4% | +9.6% | +25.8% | +25.6% |
| 5Y | +0.3% | +2.6% | -2.3% | -2.5% |
| 10Y | +668.4% | +21.5% | +646.9% | +605.5% |
| All | +1,424.7% | +76.5% | +1,348.2% | +937.3% |
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