+73.9%
MUB vs BB
-90.6%
+164.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.9% | -5.6% | +4.8% | -0.8% |
| 30D | -1.4% | -11.8% | +10.4% | -1.4% |
| 3M | -2.2% | -25.5% | +23.4% | -2.1% |
| 6M | -1.9% | +121.3% | -123.1% | -2.2% |
| YTD | -0.8% | +103.2% | -103.9% | -1.1% |
| 1Y | +2.7% | +102.6% | -99.9% | +2.4% |
| 3Y | +8.6% | +37.5% | -28.9% | +8.2% |
| 5Y | +2.0% | -30.4% | +32.5% | +1.7% |
| 10Y | +17.9% | 0.0% | +17.9% | +17.3% |
| All | +73.9% | -90.6% | +164.5% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling