+73.9%
MUB vs XHB
+430.9%
-357.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | 0.0% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | -1.4% | -6.9% | +5.5% | -1.3% |
| 3M | -2.2% | -1.3% | -0.9% | -2.1% |
| 6M | -1.9% | -6.8% | +4.9% | -1.8% |
| YTD | -0.8% | +0.7% | -1.5% | -0.9% |
| 1Y | +2.7% | -11.2% | +14.0% | +2.9% |
| 3Y | +8.6% | +25.3% | -16.7% | +7.8% |
| 5Y | +2.0% | +37.3% | -35.3% | +0.9% |
| 10Y | +17.9% | +211.5% | -193.6% | +14.5% |
| All | +73.9% | +430.9% | -357.0% | +69.0% |
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