-5.5%
XLC vs MUB
-0.7%
-4.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.5% |
| 7D | +3.5% | +0.4% | +3.0% | +3.1% |
| 30D | -2.6% | +3.6% | -6.2% | -5.9% |
| 3M | -2.1% | -0.5% | -1.6% | +2.7% |
| 6M | -5.5% | -0.6% | -4.8% | -1.2% |
| All | -5.5% | -0.7% | -4.7% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling