+166.9%
XLE vs MUB
+2.5%
+164.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +0.9% |
| 7D | +5.4% | -1.3% | +6.7% | +5.1% |
| 30D | -3.9% | +2.2% | -6.1% | -3.5% |
| 3M | +7.0% | -1.6% | +8.6% | +6.5% |
| 6M | +14.2% | -1.3% | +15.5% | +13.8% |
| YTD | +48.2% | -0.7% | +48.8% | +47.6% |
| 1Y | +47.7% | -0.2% | +47.9% | +47.1% |
| 3Y | +70.0% | +9.6% | +60.4% | +69.5% |
| All | +166.9% | +2.5% | +164.4% | +121.7% |
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