+74.1%
MUB vs XPO
+11,049.8%
-10,975.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.4% |
| 7D | -1.3% | +9.0% | -10.2% | -1.4% |
| 30D | +2.2% | +4.2% | -2.0% | +2.1% |
| 3M | -1.6% | -8.7% | +7.0% | -1.5% |
| 6M | -1.3% | -2.8% | +1.5% | -1.3% |
| YTD | -0.7% | +41.9% | -42.5% | -1.1% |
| 1Y | -0.2% | +42.3% | -42.5% | -0.6% |
| 3Y | +9.6% | +127.3% | -117.6% | +8.4% |
| 5Y | +2.6% | +306.4% | -303.8% | +0.5% |
| 10Y | +21.5% | +1,290.9% | -1,269.5% | +17.8% |
| All | +74.1% | +11,049.8% | -10,975.7% | +65.5% |
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