-35.7%
MUU vs BAC
+0.3%
-36.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | +43.7% | +1.5% | +42.2% | +42.3% |
| 30D | -37.2% | -6.4% | -30.9% | -34.6% |
| 3M | -36.1% | -21.7% | -14.4% | -32.6% |
| 6M | -35.7% | +0.5% | -36.2% | +4.2% |
| All | -35.7% | +0.3% | -36.1% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 6mo: compounded portfolio wealth divided by compounded BAC 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…
6mo analysis · Full analysis span regression · 6 months rolling