+22.0%
MUB vs BN
+280.2%
-258.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | +0.6% | +4.3% | -3.7% | +0.4% |
| 30D | +3.4% | +14.3% | -10.9% | +2.7% |
| 3M | -0.7% | -4.1% | +3.4% | -0.5% |
| 6M | -1.0% | -9.7% | +8.7% | -0.6% |
| YTD | 0.0% | -7.1% | +7.1% | +0.2% |
| 1Y | +0.4% | -7.4% | +7.8% | +0.5% |
| 3Y | +10.5% | +102.3% | -91.9% | +5.9% |
| 5Y | +3.1% | +35.9% | -32.8% | +0.4% |
| 10Y | +22.0% | +289.2% | -267.1% | +12.7% |
| All | +22.0% | +280.2% | -258.2% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling