+22.9%
MUB vs BN
+281.2%
-258.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.3% |
| 7D | +0.4% | -2.4% | +2.9% | +0.5% |
| 30D | +3.9% | +13.5% | -9.6% | +3.3% |
| 3M | -0.2% | -5.9% | +5.7% | 0.0% |
| 6M | -0.4% | -8.9% | +8.6% | 0.0% |
| YTD | +0.5% | -7.9% | +8.4% | +0.7% |
| 1Y | +0.7% | -8.3% | +9.0% | +0.9% |
| 3Y | +11.1% | +100.8% | -89.7% | +6.6% |
| 5Y | +3.7% | +38.2% | -34.5% | +0.9% |
| 10Y | +22.9% | +302.3% | -279.4% | +13.1% |
| All | +22.9% | +281.2% | -258.3% | +13.1% |
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