+73.9%
MUB vs EXEL
+417.6%
-343.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.9% | +8.4% | -9.2% | -0.9% |
| 30D | -1.4% | +4.1% | -5.5% | -1.4% |
| 3M | -2.2% | +12.4% | -14.6% | -2.2% |
| 6M | -1.9% | +41.5% | -43.4% | -2.0% |
| YTD | -0.8% | +34.6% | -35.4% | -0.8% |
| 1Y | +2.7% | +57.9% | -55.1% | +2.6% |
| 3Y | +8.6% | +159.5% | -150.9% | +8.3% |
| 5Y | +2.0% | +198.5% | -196.4% | +1.8% |
| 10Y | +17.9% | +411.4% | -393.4% | +17.6% |
| All | +73.9% | +417.6% | -343.7% | +71.9% |
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 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