+134.0%
XLC vs MUB
+18.7%
+115.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +6.2% | +0.6% | +5.6% | +5.6% |
| 30D | -2.4% | +3.4% | -5.8% | -5.6% |
| 3M | -3.3% | -0.7% | -2.6% | -2.6% |
| 6M | -7.3% | -1.0% | -6.3% | -6.4% |
| YTD | -7.6% | 0.0% | -7.6% | -7.5% |
| 1Y | -3.7% | +0.4% | -4.1% | -4.0% |
| 3Y | +62.9% | +10.5% | +52.4% | +47.1% |
| 5Y | +41.6% | +3.1% | +38.6% | +36.5% |
| All | +134.0% | +18.7% | +115.3% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling