+693.2%
EXPE vs MUB
+76.3%
+616.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | -0.9% | -8.7% | -8.9% |
| 30D | -6.6% | -1.4% | -5.2% | -5.5% |
| 3M | +31.4% | -2.2% | +33.5% | +33.9% |
| 6M | +35.2% | -1.9% | +37.1% | +37.5% |
| YTD | +5.8% | -0.8% | +6.6% | +6.6% |
| 1Y | +38.7% | +2.7% | +35.9% | +35.9% |
| 3Y | +175.8% | +8.6% | +167.2% | +158.3% |
| 5Y | +111.8% | +2.0% | +109.8% | +106.4% |
| 10Y | +179.7% | +17.9% | +161.8% | +161.7% |
| All | +693.2% | +76.3% | +616.9% | +595.0% |
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 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