+72.5%
MUB vs BRKR
+671.4%
-599.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | -0.8% | -8.7% | +7.8% | -0.8% |
| 30D | -2.4% | -9.9% | +7.5% | -2.3% |
| 3M | -2.8% | -3.1% | +0.2% | -2.9% |
| 6M | -2.2% | +45.5% | -47.7% | -2.6% |
| YTD | -1.6% | +13.7% | -15.3% | -1.8% |
| 1Y | 0.0% | +67.4% | -67.4% | -0.5% |
| 3Y | +7.9% | -13.2% | +21.1% | +7.7% |
| 5Y | +1.2% | -39.5% | +40.7% | +1.2% |
| 10Y | +17.2% | +153.5% | -136.3% | +16.4% |
| All | +72.5% | +671.4% | -599.0% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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