+167.2%
XLE vs MUB
+20.8%
+146.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -12.0% | +0.7% | -12.7% | -12.5% |
| 30D | -2.7% | +4.4% | -7.1% | -5.8% |
| 3M | +6.6% | -0.2% | +6.7% | +6.7% |
| 6M | +9.5% | -0.6% | +10.1% | +9.9% |
| YTD | +40.6% | +0.3% | +40.2% | +39.8% |
| 1Y | +43.6% | +0.8% | +42.8% | +42.3% |
| 3Y | +58.1% | +12.0% | +46.1% | +41.2% |
| 5Y | +152.2% | +3.4% | +148.7% | +146.4% |
| All | +167.2% | +20.8% | +146.4% | +174.3% |
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