+0.8%
MUB vs BR
+7.7%
-6.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.2% | -6.0% | +4.7% | -1.0% |
| 30D | -2.8% | -0.9% | -1.9% | -2.7% |
| 3M | -3.1% | +16.4% | -19.4% | -3.6% |
| 6M | -2.9% | -8.2% | +5.3% | -2.6% |
| YTD | -2.0% | -23.2% | +21.2% | -1.0% |
| 1Y | 0.0% | -30.9% | +30.9% | +1.4% |
| 3Y | +7.4% | -5.0% | +12.4% | +7.3% |
| 5Y | +0.8% | +8.8% | -8.0% | -0.5% |
| All | +0.8% | +7.7% | -6.9% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling