+8.8%
MUB vs EXEL
+160.6%
-151.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.3% |
| 30D | -1.5% | +6.7% | -8.2% | -1.6% |
| 3M | -1.9% | +11.5% | -13.4% | -2.0% |
| 6M | -1.7% | +38.8% | -40.5% | -2.0% |
| YTD | -0.8% | +31.6% | -32.4% | -1.0% |
| 1Y | +1.5% | +53.0% | -51.5% | +1.1% |
| 3Y | +8.8% | +160.8% | -152.1% | +6.9% |
| All | +8.8% | +160.6% | -151.8% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling