+17.6%
MUB vs BBWI
-58.2%
+75.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -0.4% |
| 7D | -0.7% | -4.4% | +3.7% | -0.7% |
| 30D | -2.0% | -7.4% | +5.4% | -1.9% |
| 3M | -2.5% | -2.2% | -0.3% | -2.5% |
| 6M | -2.3% | -16.3% | +14.0% | -2.2% |
| YTD | -1.3% | -9.1% | +7.8% | -1.3% |
| 1Y | +1.1% | -34.5% | +35.6% | +1.4% |
| 3Y | +8.2% | -47.0% | +55.2% | +8.5% |
| 5Y | +1.5% | -68.8% | +70.3% | +2.0% |
| 10Y | +17.6% | -57.4% | +74.9% | +13.9% |
| All | +17.6% | -58.2% | +75.8% | +13.9% |
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