+12.0%
MUB vs BBWI
-28.0%
+40.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.1% |
| 7D | +0.7% | -6.2% | +6.9% | +0.8% |
| 30D | +4.4% | +19.9% | -15.6% | +4.0% |
| 3M | -0.2% | +7.1% | -7.3% | -0.4% |
| 6M | -0.6% | +13.7% | -14.3% | -0.9% |
| YTD | +0.3% | +9.6% | -9.2% | 0.0% |
| 1Y | +0.8% | -1.6% | +2.4% | +0.5% |
| 3Y | +12.0% | -25.9% | +37.9% | +11.8% |
| All | +12.0% | -28.0% | +40.1% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling