+3.3%
MUB vs BWA
+27.1%
-23.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | +0.1% |
| 7D | +0.7% | -5.5% | +6.2% | +0.8% |
| 30D | +4.4% | -21.7% | +26.1% | +4.7% |
| 3M | -0.2% | -25.6% | +25.5% | +0.2% |
| 6M | -0.6% | -17.4% | +16.8% | -0.4% |
| YTD | +0.3% | +9.2% | -8.8% | +0.1% |
| 1Y | +0.8% | +9.7% | -9.0% | +0.5% |
| 3Y | +12.0% | +54.6% | -42.6% | +10.9% |
| All | +3.3% | +27.1% | -23.8% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling