+74.1%
MUB vs BLDR
+477.2%
-403.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -1.3% | -3.0% | +1.7% | -1.3% |
| 30D | +2.2% | +20.1% | -17.9% | +2.1% |
| 3M | -1.6% | -17.5% | +15.9% | -1.6% |
| 6M | -1.3% | -16.1% | +14.8% | -1.2% |
| YTD | -0.7% | -41.0% | +40.4% | -0.5% |
| 1Y | -0.2% | -41.6% | +41.4% | 0.0% |
| 3Y | +9.6% | -50.8% | +60.5% | +9.8% |
| 5Y | +2.6% | -10.8% | +13.3% | +2.5% |
| 10Y | +21.5% | +486.3% | -464.8% | +21.3% |
| All | +74.1% | +477.2% | -403.1% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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