+75.2%
MUB vs EXPD
+457.7%
-382.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.5% |
| 7D | +0.9% | -4.8% | +5.7% | +1.0% |
| 30D | +3.8% | -1.5% | +5.3% | +3.8% |
| 3M | -0.7% | +4.1% | -4.8% | -0.7% |
| 6M | -0.8% | +24.0% | -24.8% | -1.0% |
| YTD | 0.0% | +27.4% | -27.4% | -0.3% |
| 1Y | +0.6% | +38.4% | -37.8% | +0.2% |
| 3Y | +11.4% | +73.2% | -61.8% | +10.6% |
| 5Y | +3.1% | +59.9% | -56.8% | +2.3% |
| 10Y | +20.2% | +319.9% | -299.7% | +18.7% |
| All | +75.2% | +457.7% | -382.5% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling