+10.0%
MUB vs BAM
+85.2%
-75.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -0.8% | -2.0% | +1.2% | -0.8% |
| 30D | +2.4% | +13.7% | -11.2% | +2.0% |
| 3M | -1.1% | -4.8% | +3.7% | -1.0% |
| 6M | -1.0% | +7.6% | -8.6% | -1.3% |
| YTD | -0.3% | +1.2% | -1.5% | -0.5% |
| 1Y | 0.0% | -2.3% | +2.3% | -0.1% |
| All | +10.0% | +85.2% | -75.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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