+75.9%
MUB vs EXR
+2,171.2%
-2,095.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +0.7% | +5.2% | -4.5% | +0.6% |
| 30D | +4.4% | +20.9% | -16.5% | +4.0% |
| 3M | -0.2% | +7.7% | -7.9% | -0.3% |
| 6M | -0.6% | +13.2% | -13.8% | -0.8% |
| YTD | +0.3% | +26.5% | -26.1% | -0.1% |
| 1Y | +0.8% | +27.2% | -26.4% | +0.4% |
| 3Y | +12.0% | +71.5% | -59.5% | +11.1% |
| 5Y | +3.4% | +0.4% | +3.1% | +3.1% |
| 10Y | +20.7% | +225.2% | -204.5% | +19.2% |
| All | +75.9% | +2,171.2% | -2,095.4% | +75.1% |
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 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