+76.2%
MUB vs BHP
+271.6%
-195.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.3% |
| 7D | +0.4% | +2.4% | -2.0% | +0.4% |
| 30D | +3.9% | -5.4% | +9.3% | +4.0% |
| 3M | -0.2% | -6.9% | +6.6% | -0.2% |
| 6M | -0.4% | -4.3% | +4.0% | -0.4% |
| YTD | +0.5% | +41.6% | -41.1% | +0.1% |
| 1Y | +0.7% | +53.3% | -52.6% | +0.2% |
| 3Y | +11.1% | +58.4% | -47.3% | +10.4% |
| 5Y | +3.7% | +121.3% | -117.5% | +2.8% |
| 10Y | +22.9% | +349.0% | -326.1% | +21.1% |
| All | +76.2% | +271.6% | -195.3% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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