+12.0%
MUB vs BAH
-26.3%
+38.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.2% |
| 7D | +0.7% | -3.5% | +4.2% | +0.7% |
| 30D | +4.4% | +24.3% | -19.9% | +4.1% |
| 3M | -0.2% | +16.3% | -16.5% | -0.4% |
| 6M | -0.6% | +13.6% | -14.2% | -0.8% |
| YTD | +0.3% | +3.5% | -3.1% | +0.2% |
| 1Y | +0.8% | +2.7% | -1.9% | +0.6% |
| 3Y | +12.0% | -26.6% | +38.6% | +12.5% |
| All | +12.0% | -26.3% | +38.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling