+74.1%
MUB vs BIIB
+284.7%
-210.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.4% |
| 7D | -1.3% | +2.0% | -3.3% | -1.3% |
| 30D | +2.2% | +8.8% | -6.7% | +2.1% |
| 3M | -1.6% | +20.3% | -21.9% | -1.8% |
| 6M | -1.3% | +23.9% | -25.2% | -1.5% |
| YTD | -0.7% | +44.0% | -44.6% | -1.1% |
| 1Y | -0.2% | +53.8% | -54.0% | -0.7% |
| 3Y | +9.6% | +13.8% | -4.2% | +9.3% |
| 5Y | +2.6% | -6.3% | +8.8% | +2.3% |
| 10Y | +21.5% | -20.6% | +42.1% | +21.0% |
| All | +74.1% | +284.7% | -210.6% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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