+22.8%
MUB vs BBWI
-47.4%
+70.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +2.2% | +12.9% | -10.7% | +2.0% |
| 3M | -1.6% | +16.0% | -17.6% | -1.9% |
| 6M | -1.3% | +16.6% | -17.9% | -1.6% |
| YTD | -0.7% | +9.7% | -10.4% | -0.9% |
| 1Y | -0.2% | +1.5% | -1.7% | -0.5% |
| 3Y | +9.6% | -21.4% | +31.0% | +9.4% |
| 5Y | +2.6% | -67.6% | +70.1% | +3.1% |
| All | +22.8% | -47.4% | +70.3% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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