+73.9%
MUB vs BN
+691.6%
-617.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.9% | -2.5% | +1.6% | -0.8% |
| 30D | -1.4% | -9.5% | +8.1% | -1.2% |
| 3M | -2.2% | -10.4% | +8.2% | -1.9% |
| 6M | -1.9% | -6.4% | +4.5% | -1.8% |
| YTD | -0.8% | -11.9% | +11.1% | -0.5% |
| 1Y | +2.7% | -8.6% | +11.4% | +2.9% |
| 3Y | +8.6% | +77.6% | -69.0% | +6.5% |
| 5Y | +2.0% | +37.0% | -35.0% | +0.5% |
| 10Y | +17.9% | +266.4% | -248.5% | +13.6% |
| All | +73.9% | +691.6% | -617.7% | +63.6% |
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