+200.1%
EXC vs MUB
+22.8%
+177.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.2% |
| 7D | -1.4% | +0.4% | -1.8% | -2.0% |
| 30D | +8.3% | +3.9% | +4.4% | +2.4% |
| 3M | +2.6% | -0.2% | +2.8% | +3.0% |
| 6M | +5.2% | -0.4% | +5.6% | +5.8% |
| YTD | +7.5% | +0.5% | +7.0% | +6.7% |
| 1Y | +3.2% | +0.7% | +2.5% | +2.2% |
| 3Y | +29.5% | +11.1% | +18.5% | +10.1% |
| 5Y | +39.7% | +3.7% | +35.9% | +32.6% |
| 10Y | +200.1% | +22.9% | +177.1% | +139.5% |
| All | +200.1% | +22.8% | +177.3% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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