+17.6%
MUB vs EXEL
+378.5%
-360.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.5% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -2.0% | +10.1% | -12.1% | -2.0% |
| 3M | -2.5% | +10.1% | -12.6% | -2.6% |
| 6M | -2.3% | +37.7% | -40.0% | -2.6% |
| YTD | -1.3% | +33.1% | -34.4% | -1.5% |
| 1Y | +1.1% | +52.4% | -51.3% | +0.8% |
| 3Y | +8.2% | +163.8% | -155.6% | +7.3% |
| 5Y | +1.5% | +198.5% | -197.0% | +0.5% |
| 10Y | +17.6% | +386.9% | -369.3% | +17.1% |
| All | +17.6% | +378.5% | -360.9% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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