+674.2%
XEL vs MUB
+77.1%
+597.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.1% |
| 7D | +1.4% | -0.8% | +2.2% | +2.0% |
| 30D | +9.2% | +2.4% | +6.8% | +7.2% |
| 3M | +4.5% | -1.1% | +5.6% | +5.4% |
| 6M | +3.6% | -1.0% | +4.6% | +4.4% |
| YTD | +12.9% | -0.3% | +13.2% | +13.2% |
| 1Y | +4.1% | 0.0% | +4.1% | +4.2% |
| 3Y | +52.3% | +10.2% | +42.2% | +41.9% |
| 5Y | +51.6% | +2.9% | +48.7% | +48.0% |
| 10Y | +185.2% | +21.9% | +163.3% | +156.7% |
| All | +674.2% | +77.1% | +597.1% | +512.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling