+73.9%
EXC vs MUB
+76.3%
-2.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.3% | -0.9% | +1.1% | +1.0% |
| 30D | -3.7% | -1.4% | -2.3% | -2.6% |
| 3M | -1.3% | -2.2% | +0.9% | +0.5% |
| 6M | -9.7% | -1.9% | -7.8% | -8.3% |
| YTD | +2.9% | -0.8% | +3.7% | +3.5% |
| 1Y | +4.4% | +2.7% | +1.6% | +2.1% |
| 3Y | +22.2% | +8.6% | +13.6% | +14.4% |
| 5Y | +46.7% | +2.0% | +44.7% | +43.9% |
| 10Y | +155.3% | +17.9% | +137.4% | +133.5% |
| All | +73.9% | +76.3% | -2.4% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling