+16.8%
MUB vs XPO
+1,517.7%
-1,500.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.2% | -1.3% | +0.1% | -1.2% |
| 30D | -2.8% | -10.4% | +7.6% | -2.5% |
| 3M | -3.1% | -15.7% | +12.6% | -2.7% |
| 6M | -2.9% | -6.3% | +3.5% | -2.8% |
| YTD | -2.0% | +34.2% | -36.2% | -2.8% |
| 1Y | 0.0% | +39.9% | -40.0% | -1.0% |
| 3Y | +7.4% | +155.2% | -147.8% | +4.2% |
| 5Y | +0.8% | +264.7% | -263.9% | -3.8% |
| All | +16.8% | +1,517.7% | -1,500.9% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling