+74.7%
MUB vs XPO
+10,805.8%
-10,731.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.8% | +6.9% | -7.7% | -0.9% |
| 30D | +2.4% | +4.1% | -1.7% | +2.4% |
| 3M | -1.1% | -9.7% | +8.6% | -1.0% |
| 6M | -1.0% | -3.8% | +2.8% | -1.0% |
| YTD | -0.3% | +38.8% | -39.1% | -0.7% |
| 1Y | 0.0% | +34.2% | -34.2% | -0.4% |
| 3Y | +10.2% | +126.9% | -116.8% | +8.9% |
| 5Y | +2.9% | +297.5% | -294.6% | +0.9% |
| 10Y | +21.9% | +1,260.5% | -1,238.6% | +18.3% |
| All | +74.7% | +10,805.8% | -10,731.0% | +66.1% |
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