+8.8%
MUB vs XME
+136.1%
-127.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.3% | +3.6% | -3.9% | -0.4% |
| 30D | -1.5% | +3.6% | -5.2% | -1.6% |
| 3M | -1.9% | +1.2% | -3.1% | -2.0% |
| 6M | -1.7% | +9.0% | -10.8% | -1.9% |
| YTD | -0.8% | +15.9% | -16.7% | -1.1% |
| 1Y | +1.5% | +43.2% | -41.7% | +0.8% |
| 3Y | +8.8% | +137.4% | -128.6% | +5.6% |
| All | +8.8% | +136.1% | -127.4% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling