+81.8%
EXC vs MUB
+78.3%
+3.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.2% | +0.7% | -1.9% | -1.7% |
| 30D | +10.0% | +4.4% | +5.6% | +6.2% |
| 3M | +1.6% | -0.2% | +1.8% | +1.8% |
| 6M | +3.3% | -0.6% | +3.9% | +3.8% |
| YTD | +7.6% | +0.3% | +7.2% | +7.3% |
| 1Y | +3.5% | +0.8% | +2.7% | +2.9% |
| 3Y | +27.7% | +12.0% | +15.6% | +16.6% |
| 5Y | +41.1% | +3.4% | +37.7% | +36.9% |
| 10Y | +178.2% | +20.7% | +157.5% | +151.3% |
| All | +81.8% | +78.3% | +3.5% | +43.6% |
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