+74.1%
MUB vs BHP
+259.9%
-185.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | +2.2% | -4.5% | +6.7% | +2.2% |
| 3M | -1.6% | -6.9% | +5.3% | -1.6% |
| 6M | -1.3% | -10.6% | +9.3% | -1.2% |
| YTD | -0.7% | +37.2% | -37.9% | -1.0% |
| 1Y | -0.2% | +48.0% | -48.2% | -0.6% |
| 3Y | +9.6% | +52.6% | -42.9% | +9.0% |
| 5Y | +2.6% | +116.5% | -113.9% | +1.6% |
| 10Y | +21.5% | +334.9% | -313.4% | +19.7% |
| All | +74.1% | +259.9% | -185.8% | +71.3% |
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