+73.9%
MUB vs XPO
+11,066.6%
-10,992.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | 0.0% |
| 7D | -0.9% | +2.4% | -3.3% | -0.9% |
| 30D | -1.4% | -3.5% | +2.1% | -1.4% |
| 3M | -2.2% | -11.9% | +9.8% | -2.0% |
| 6M | -1.9% | -10.0% | +8.1% | -1.8% |
| YTD | -0.8% | +42.1% | -42.9% | -1.2% |
| 1Y | +2.7% | +47.6% | -44.9% | +2.3% |
| 3Y | +8.6% | +153.6% | -145.0% | +7.2% |
| 5Y | +2.0% | +266.5% | -264.5% | +0.1% |
| 10Y | +17.9% | +1,460.4% | -1,442.5% | +14.4% |
| All | +73.9% | +11,066.6% | -10,992.6% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling