+29.0%
XLB vs MUB
+3.5%
+25.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.5% | +0.7% | -2.2% | -2.3% |
| 30D | +6.1% | +4.4% | +1.7% | +1.1% |
| 3M | 0.0% | -0.2% | +0.2% | +0.3% |
| 6M | 0.0% | -0.6% | +0.6% | +0.7% |
| YTD | +16.0% | +0.3% | +15.7% | +15.9% |
| 1Y | +24.7% | +0.8% | +24.0% | +24.0% |
| 3Y | +40.4% | +12.0% | +28.3% | +25.5% |
| All | +29.0% | +3.5% | +25.5% | +11.5% |
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