+75.3%
MUB vs BN
+734.0%
-658.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | +0.6% | +4.3% | -3.7% | +0.5% |
| 30D | +3.4% | +14.3% | -10.9% | +3.0% |
| 3M | -0.7% | -4.1% | +3.4% | -0.6% |
| 6M | -1.0% | -9.7% | +8.7% | -0.7% |
| YTD | 0.0% | -7.1% | +7.1% | +0.1% |
| 1Y | +0.4% | -7.4% | +7.8% | +0.5% |
| 3Y | +10.5% | +102.3% | -91.9% | +8.1% |
| 5Y | +3.1% | +35.9% | -32.8% | +1.5% |
| 10Y | +22.0% | +289.2% | -267.1% | +17.3% |
| All | +75.3% | +734.0% | -658.7% | +64.6% |
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