+24.0%
MUB vs XLRE
+109.5%
-85.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -2.0% | -2.2% | +0.3% | -1.8% |
| 3M | -2.5% | -2.6% | +0.1% | -2.3% |
| 6M | -2.3% | +2.6% | -4.9% | -2.6% |
| YTD | -1.3% | +9.3% | -10.6% | -2.1% |
| 1Y | +1.1% | +7.2% | -6.1% | +0.4% |
| 3Y | +8.2% | +31.3% | -23.1% | +5.4% |
| 5Y | +1.5% | +8.1% | -6.7% | 0.0% |
| 10Y | +17.6% | +88.9% | -71.4% | +10.4% |
| All | +24.0% | +109.5% | -85.5% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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