+22.9%
MUB vs BB
+31.7%
-8.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | +0.2% |
| 7D | +0.4% | +7.3% | -6.9% | +0.4% |
| 30D | +3.9% | +11.2% | -7.3% | +3.8% |
| 3M | -0.2% | +4.7% | -4.9% | -0.3% |
| 6M | -0.4% | +51.1% | -51.5% | -0.8% |
| YTD | +0.5% | +148.0% | -147.5% | -0.4% |
| 1Y | +0.7% | +106.1% | -105.5% | -0.1% |
| 3Y | +11.1% | +158.2% | -147.2% | +9.7% |
| 5Y | +3.7% | -10.8% | +14.5% | +2.9% |
| 10Y | +22.9% | +29.3% | -6.4% | +19.5% |
| All | +22.9% | +31.7% | -8.7% | +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