+55.0%
XEL vs MUB
+9.9%
+45.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +2.4% | -1.3% | +3.7% | +3.9% |
| 30D | +8.3% | +2.2% | +6.1% | +5.7% |
| 3M | +4.2% | -1.6% | +5.8% | +6.3% |
| 6M | +3.7% | -1.3% | +5.0% | +5.4% |
| YTD | +13.1% | -0.7% | +13.7% | +14.2% |
| 1Y | +5.0% | -0.2% | +5.2% | +5.5% |
| 3Y | +55.0% | +9.6% | +45.3% | +39.0% |
| All | +55.0% | +9.9% | +45.0% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling