+22.0%
MUB vs BBWI
-44.4%
+66.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +0.6% | -4.2% | +4.9% | +0.7% |
| 30D | +3.4% | +24.9% | -21.4% | +3.1% |
| 3M | -0.7% | +13.2% | -13.9% | -0.9% |
| 6M | -1.0% | +12.1% | -13.1% | -1.2% |
| YTD | 0.0% | +11.1% | -11.1% | -0.3% |
| 1Y | +0.4% | +0.7% | -0.3% | +0.1% |
| 3Y | +10.5% | -23.8% | +34.2% | +10.3% |
| 5Y | +3.1% | -66.9% | +70.0% | +3.6% |
| 10Y | +22.0% | -45.3% | +67.4% | +17.8% |
| All | +22.0% | -44.4% | +66.4% | +17.8% |
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