+74.1%
MUB vs XHB
+427.8%
-353.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +2.2% | +9.9% | -7.8% | +1.9% |
| 3M | -1.6% | -6.3% | +4.7% | -1.5% |
| 6M | -1.3% | +3.8% | -5.1% | -1.4% |
| YTD | -0.7% | +0.1% | -0.8% | -0.7% |
| 1Y | -0.2% | -0.8% | +0.6% | -0.3% |
| 3Y | +9.6% | +35.6% | -26.0% | +8.7% |
| 5Y | +2.6% | +29.6% | -27.0% | +1.5% |
| 10Y | +21.5% | +237.5% | -216.0% | +18.0% |
| All | +74.1% | +427.8% | -353.7% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling