-57.4%
MUZ vs BB
-0.4%
-57.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +2.8% | -26.7% | -21.0% |
| 7D | -17.7% | +7.3% | -25.0% | -8.8% |
| 30D | +14.5% | +11.2% | +3.2% | +34.8% |
| 3M | -25.7% | +4.7% | -30.4% | -18.6% |
| All | -57.4% | -0.4% | -57.0% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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 · Available span rolling