+16.8%
MUB vs XHB
+210.4%
-193.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -1.2% | -5.2% | +4.0% | -0.9% |
| 30D | -2.8% | -12.1% | +9.4% | -2.0% |
| 3M | -3.1% | -6.2% | +3.2% | -2.7% |
| 6M | -2.9% | -6.7% | +3.8% | -2.6% |
| YTD | -2.0% | -5.5% | +3.4% | -1.9% |
| 1Y | 0.0% | -15.6% | +15.6% | +0.8% |
| 3Y | +7.4% | +22.0% | -14.6% | +5.3% |
| 5Y | +0.8% | +31.8% | -31.0% | -2.1% |
| All | +16.8% | +210.4% | -193.6% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XHB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling