+73.0%
MUB vs BRO
+522.3%
-449.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.5% |
| 7D | -0.7% | -7.6% | +6.9% | -0.6% |
| 30D | -2.0% | -6.9% | +4.9% | -1.9% |
| 3M | -2.5% | +12.8% | -15.3% | -2.8% |
| 6M | -2.3% | -5.9% | +3.5% | -2.3% |
| YTD | -1.3% | -15.9% | +14.6% | -1.1% |
| 1Y | +1.1% | -28.1% | +29.2% | +1.6% |
| 3Y | +8.2% | -7.0% | +15.2% | +8.2% |
| 5Y | +1.5% | +18.0% | -16.5% | +0.9% |
| 10Y | +17.6% | +293.9% | -276.3% | +16.3% |
| All | +73.0% | +522.3% | -449.3% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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