+18.0%
MUB vs EXR
+147.0%
-129.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -1.5% | -6.9% | +5.4% | -1.2% |
| 3M | -1.9% | -3.0% | +1.1% | -1.8% |
| 6M | -1.7% | -2.9% | +1.2% | -1.6% |
| YTD | -0.8% | +9.3% | -10.1% | -1.2% |
| 1Y | +1.5% | -0.9% | +2.4% | +1.4% |
| 3Y | +8.8% | +24.7% | -15.9% | +7.4% |
| 5Y | +2.0% | -11.7% | +13.7% | +1.6% |
| 10Y | +18.0% | +148.4% | -130.4% | +12.1% |
| All | +18.0% | +147.0% | -129.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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