+8.9%
MUB vs BWA
+75.7%
-66.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | 0.0% |
| 7D | -0.9% | +5.7% | -6.5% | -0.9% |
| 30D | -1.4% | +1.4% | -2.8% | -1.5% |
| 3M | -2.2% | -12.1% | +9.9% | -2.0% |
| 6M | -1.9% | +28.6% | -30.4% | -2.3% |
| YTD | -0.8% | +51.1% | -51.9% | -1.5% |
| 1Y | +2.7% | +55.9% | -53.1% | +1.9% |
| All | +8.9% | +75.7% | -66.8% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling