+16.8%
MUB vs XYL
+149.5%
-132.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.2% | -1.2% | 0.0% | -1.2% |
| 30D | -2.8% | -13.2% | +10.4% | -2.2% |
| 3M | -3.1% | -0.2% | -2.9% | -3.1% |
| 6M | -2.9% | -12.5% | +9.6% | -2.4% |
| YTD | -2.0% | -20.9% | +18.9% | -1.2% |
| 1Y | 0.0% | -21.6% | +21.5% | +0.8% |
| 3Y | +7.4% | +16.1% | -8.7% | +6.3% |
| 5Y | +0.8% | -15.6% | +16.4% | +0.9% |
| All | +16.8% | +149.5% | -132.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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