+3.7%
MUB vs BBAI
-70.8%
+74.5%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | -0.9% | -4.3% | +3.4% | -0.9% |
| 30D | -1.4% | -3.6% | +2.2% | -1.4% |
| 3M | -2.2% | -38.8% | +36.6% | -2.1% |
| 6M | -1.9% | -23.8% | +21.9% | -1.9% |
| YTD | -0.8% | -45.9% | +45.2% | -0.7% |
| 1Y | +2.7% | -40.8% | +43.5% | +2.8% |
| 3Y | +8.6% | +69.8% | -61.2% | +8.3% |
| 5Y | +2.0% | -70.3% | +72.4% | +1.3% |
| All | +3.7% | -70.8% | +74.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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