+73.9%
MUB vs EXR
+1,863.7%
-1,789.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | 0.0% |
| 7D | -0.9% | -2.6% | +1.7% | -0.8% |
| 30D | -1.4% | -7.2% | +5.8% | -1.3% |
| 3M | -2.2% | -3.5% | +1.3% | -2.1% |
| 6M | -1.9% | -5.3% | +3.4% | -1.8% |
| YTD | -0.8% | +9.4% | -10.1% | -0.9% |
| 1Y | +2.7% | +1.3% | +1.4% | +2.7% |
| 3Y | +8.6% | +22.4% | -13.8% | +8.2% |
| 5Y | +2.0% | -12.2% | +14.3% | +1.9% |
| 10Y | +17.9% | +148.6% | -130.7% | +16.8% |
| All | +73.9% | +1,863.7% | -1,789.7% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling