+104.9%
EXPE vs MUB
+2.2%
+102.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | -0.9% | -8.7% | -8.2% |
| 30D | -6.6% | -1.4% | -5.2% | -4.3% |
| 3M | +31.4% | -2.2% | +33.5% | +36.4% |
| 6M | +35.2% | -1.9% | +37.1% | +39.8% |
| YTD | +5.8% | -0.8% | +6.6% | +7.5% |
| 1Y | +38.7% | +2.7% | +35.9% | +33.3% |
| 3Y | +175.8% | +8.6% | +167.2% | +132.8% |
| All | +104.9% | +2.2% | +102.7% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling