+73.9%
MUB vs BBWI
+186.1%
-112.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | -0.9% | +1.5% | -2.4% | -0.9% |
| 30D | -1.4% | -5.2% | +3.8% | -1.4% |
| 3M | -2.2% | +11.1% | -13.3% | -2.3% |
| 6M | -1.9% | -13.4% | +11.5% | -1.8% |
| YTD | -0.8% | +0.1% | -0.9% | -0.9% |
| 1Y | +2.7% | -36.1% | +38.9% | +3.0% |
| 3Y | +8.6% | -44.1% | +52.7% | +8.7% |
| 5Y | +2.0% | -66.2% | +68.3% | +2.4% |
| 10Y | +17.9% | -54.8% | +72.7% | +16.2% |
| All | +73.9% | +186.1% | -112.2% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling