+20.4%
MUB vs EXPD
+304.0%
-283.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | +0.7% | -7.2% | +7.9% | +0.9% |
| 30D | +4.4% | -3.3% | +7.6% | +4.5% |
| 3M | -0.4% | +3.4% | -3.8% | -0.6% |
| 6M | -0.9% | +22.7% | -23.6% | -1.5% |
| YTD | +0.1% | +24.5% | -24.5% | -0.7% |
| 1Y | +0.5% | +38.6% | -38.2% | -0.7% |
| 3Y | +11.7% | +71.5% | -59.8% | +9.3% |
| 5Y | +3.2% | +56.2% | -53.1% | +1.0% |
| All | +20.4% | +304.0% | -283.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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