+153.1%
EXPE vs MUB
+17.9%
+135.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.9% | -7.9% |
| 7D | -9.8% | -0.3% | -9.5% | -9.2% |
| 30D | -11.5% | -1.5% | -10.0% | -8.7% |
| 3M | +21.7% | -1.9% | +23.6% | +26.7% |
| 6M | +10.4% | -1.7% | +12.1% | +14.4% |
| YTD | -2.5% | -0.8% | -1.8% | -0.8% |
| 1Y | +27.3% | +1.5% | +25.9% | +24.1% |
| 3Y | +153.5% | +8.8% | +144.7% | +112.8% |
| 5Y | +91.1% | +2.0% | +89.1% | +82.0% |
| 10Y | +153.1% | +18.0% | +135.1% | +150.0% |
| All | +153.1% | +17.9% | +135.3% | +150.0% |
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