+3.1%
MUB vs XYL
-22.7%
+25.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.3% |
| 7D | +0.6% | +0.6% | 0.0% | +0.6% |
| 30D | +3.4% | -5.7% | +9.1% | +3.6% |
| 3M | -0.7% | -19.8% | +19.1% | -0.1% |
| 6M | -1.0% | -14.2% | +13.2% | -0.6% |
| YTD | 0.0% | -28.1% | +28.1% | +0.9% |
| 1Y | +0.4% | -35.0% | +35.4% | +1.6% |
| 3Y | +10.5% | +2.1% | +8.4% | +10.0% |
| 5Y | +3.1% | -22.1% | +25.2% | +1.5% |
| All | +3.1% | -22.7% | +25.8% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling