-19.1%
MXL vs MUB
+2.5%
-21.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.1% |
| 7D | +13.4% | -1.3% | +14.7% | +14.8% |
| 30D | -29.2% | +2.2% | -31.4% | -31.0% |
| 3M | -27.2% | -1.6% | -25.6% | -25.5% |
| 6M | -36.4% | -1.3% | -35.1% | -35.2% |
| YTD | +220.0% | -0.7% | +220.7% | +223.7% |
| 1Y | +304.8% | -0.2% | +305.0% | +306.8% |
| 3Y | +238.5% | +9.6% | +228.8% | +182.1% |
| All | -19.1% | +2.5% | -21.6% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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