+73.9%
MUB vs BLDR
+525.8%
-451.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | -0.9% | -2.8% | +2.0% | -0.8% |
| 30D | -1.4% | -13.3% | +11.9% | -1.4% |
| 3M | -2.2% | -12.3% | +10.1% | -2.1% |
| 6M | -1.9% | -31.5% | +29.6% | -1.7% |
| YTD | -0.8% | -36.1% | +35.3% | -0.6% |
| 1Y | +2.7% | -54.1% | +56.8% | +3.0% |
| 3Y | +8.6% | -55.8% | +64.4% | +8.8% |
| 5Y | +2.0% | +20.7% | -18.7% | +2.0% |
| 10Y | +17.9% | +390.2% | -372.3% | +17.6% |
| All | +73.9% | +525.8% | -451.9% | +75.8% |
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