+170.7%
XLE vs MUB
+17.9%
+152.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | +12.6% | -1.5% | +14.2% | +14.0% |
| 3M | +11.8% | -1.9% | +13.8% | +13.4% |
| 6M | +16.1% | -1.7% | +17.8% | +17.4% |
| YTD | +46.9% | -0.8% | +47.6% | +47.3% |
| 1Y | +53.3% | +1.5% | +51.8% | +50.7% |
| 3Y | +54.9% | +8.8% | +46.2% | +42.1% |
| 5Y | +225.7% | +2.0% | +223.7% | +222.1% |
| 10Y | +170.7% | +18.0% | +152.7% | +186.6% |
| All | +170.7% | +17.9% | +152.8% | +186.6% |
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