+75.3%
MUB vs XME
+112.6%
-37.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +3.4% | -9.2% | +12.6% | +3.5% |
| 3M | -0.7% | -17.8% | +17.1% | -0.5% |
| 6M | -1.0% | -20.0% | +19.1% | -0.8% |
| YTD | 0.0% | -6.6% | +6.6% | 0.0% |
| 1Y | +0.4% | +1.8% | -1.4% | +0.3% |
| 3Y | +10.5% | +98.7% | -88.2% | +9.7% |
| 5Y | +3.1% | +123.9% | -120.8% | +2.2% |
| 10Y | +22.0% | +277.9% | -255.8% | +19.8% |
| All | +75.3% | +112.6% | -37.3% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling