+75.9%
MUB vs BN
+714.1%
-638.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +0.7% | +5.3% | -4.6% | +0.5% |
| 30D | +4.4% | +11.9% | -7.5% | +4.0% |
| 3M | -0.2% | -5.7% | +5.6% | 0.0% |
| 6M | -0.6% | -10.6% | +10.0% | -0.4% |
| YTD | +0.3% | -9.4% | +9.7% | +0.5% |
| 1Y | +0.8% | -8.8% | +9.6% | +0.9% |
| 3Y | +12.0% | +95.6% | -83.6% | +9.6% |
| 5Y | +3.4% | +30.2% | -26.7% | +2.0% |
| 10Y | +20.7% | +277.0% | -256.4% | +16.1% |
| All | +75.9% | +714.1% | -638.2% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling