+75.3%
MUB vs EXEL
+519.1%
-443.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | +0.6% | -2.4% | +3.0% | +0.6% |
| 30D | +3.4% | +17.9% | -14.5% | +3.4% |
| 3M | -0.7% | +33.3% | -34.0% | -0.8% |
| 6M | -1.0% | +46.6% | -47.5% | -1.1% |
| YTD | 0.0% | +61.0% | -61.0% | -0.1% |
| 1Y | +0.4% | +70.4% | -70.1% | +0.2% |
| 3Y | +10.5% | +236.1% | -225.6% | +10.2% |
| 5Y | +3.1% | +284.8% | -281.8% | +2.8% |
| 10Y | +22.0% | +348.4% | -326.4% | +21.6% |
| All | +75.3% | +519.1% | -443.9% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling