+22.8%
MUB vs EXPD
+335.0%
-312.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -1.3% | +5.5% | -6.8% | -1.4% |
| 30D | +2.2% | -0.8% | +3.0% | +2.2% |
| 3M | -1.6% | +4.1% | -5.8% | -1.8% |
| 6M | -1.3% | +25.7% | -27.0% | -2.0% |
| YTD | -0.7% | +31.4% | -32.1% | -1.6% |
| 1Y | -0.2% | +42.2% | -42.4% | -1.5% |
| 3Y | +9.6% | +77.2% | -67.6% | +7.2% |
| 5Y | +2.6% | +61.0% | -58.5% | +0.3% |
| All | +22.8% | +335.0% | -312.2% | +15.7% |
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