+22.0%
MUB vs BWA
+95.2%
-73.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.4% |
| 7D | +0.6% | -2.4% | +3.1% | +0.7% |
| 30D | +3.4% | -17.7% | +21.1% | +3.8% |
| 3M | -0.7% | -27.0% | +26.3% | -0.1% |
| 6M | -1.0% | -17.3% | +16.3% | -0.7% |
| YTD | 0.0% | +12.9% | -12.9% | -0.4% |
| 1Y | +0.4% | +12.9% | -12.5% | -0.1% |
| 3Y | +10.5% | +62.1% | -51.6% | +8.9% |
| 5Y | +3.1% | +30.7% | -27.6% | +1.8% |
| 10Y | +22.0% | +89.2% | -67.1% | +14.4% |
| All | +22.0% | +95.2% | -73.2% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling