+174.8%
EXE vs MUB
+1.8%
+173.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -2.7% | -0.7% | -2.0% | -2.7% |
| 30D | -0.4% | -2.0% | +1.6% | -0.5% |
| 3M | +9.5% | -2.5% | +12.0% | +9.4% |
| 6M | -9.3% | -2.3% | -7.0% | -9.4% |
| YTD | -10.9% | -1.3% | -9.6% | -11.0% |
| 1Y | +4.3% | +1.1% | +3.2% | +3.8% |
| 3Y | +18.8% | +8.2% | +10.6% | +16.0% |
| 5Y | +101.4% | +1.5% | +99.9% | +86.6% |
| All | +174.8% | +1.8% | +173.0% | +147.4% |
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