+589.9%
EXPE vs MUB
+78.3%
+511.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -9.3% | +0.7% | -10.0% | -9.9% |
| 30D | +0.1% | +4.4% | -4.2% | -3.3% |
| 3M | -15.3% | -0.2% | -15.2% | -15.2% |
| 6M | +5.5% | -0.6% | +6.1% | +6.1% |
| YTD | -8.0% | +0.3% | -8.3% | -8.1% |
| 1Y | +18.9% | +0.8% | +18.1% | +18.3% |
| 3Y | +135.5% | +12.0% | +123.5% | +115.1% |
| 5Y | +44.3% | +3.4% | +40.8% | +39.0% |
| 10Y | +117.7% | +20.7% | +97.1% | +102.0% |
| All | +589.9% | +78.3% | +511.7% | +498.8% |
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