+17.6%
MUB vs BWA
+142.7%
-125.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -2.0% | -5.6% | +3.6% | -1.9% |
| 3M | -2.5% | -10.7% | +8.2% | -2.3% |
| 6M | -2.3% | +23.2% | -25.5% | -2.8% |
| YTD | -1.3% | +46.0% | -47.3% | -2.2% |
| 1Y | +1.1% | +51.2% | -50.0% | +0.1% |
| 3Y | +8.2% | +69.6% | -61.4% | +6.6% |
| 5Y | +1.5% | +86.6% | -85.1% | -0.5% |
| 10Y | +17.6% | +152.3% | -134.7% | +11.1% |
| All | +17.6% | +142.7% | -125.1% | +11.1% |
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