+22.8%
MUB vs BB
+21.8%
+1.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.3% |
| 7D | -1.3% | +1.8% | -3.1% | -1.3% |
| 30D | +2.2% | +8.1% | -6.0% | +2.1% |
| 3M | -1.6% | -1.0% | -0.6% | -1.7% |
| 6M | -1.3% | +45.9% | -47.2% | -1.7% |
| YTD | -0.7% | +134.8% | -135.5% | -1.5% |
| 1Y | -0.2% | +104.6% | -104.8% | -1.0% |
| 3Y | +9.6% | +152.8% | -143.2% | +8.3% |
| 5Y | +2.6% | -17.4% | +20.0% | +1.8% |
| All | +22.8% | +21.8% | +1.1% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling