+65.3%
MUB vs BUD
+201.1%
-135.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -0.9% | +0.3% | -1.1% | -0.9% |
| 30D | -1.4% | -5.7% | +4.3% | -1.3% |
| 3M | -2.2% | +3.1% | -5.3% | -2.2% |
| 6M | -1.9% | +7.9% | -9.8% | -2.1% |
| YTD | -0.8% | +27.3% | -28.1% | -1.3% |
| 1Y | +2.7% | +37.8% | -35.1% | +2.0% |
| 3Y | +8.6% | +49.8% | -41.3% | +7.5% |
| 5Y | +2.0% | +43.8% | -41.8% | +0.9% |
| 10Y | +17.9% | -22.6% | +40.6% | +15.5% |
| All | +65.3% | +201.1% | -135.8% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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