+215.2%
XLE vs MUB
+78.3%
+136.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -12.0% | +0.7% | -12.7% | -12.2% |
| 30D | -2.7% | +4.4% | -7.1% | -4.3% |
| 3M | +6.6% | -0.2% | +6.7% | +6.6% |
| 6M | +9.5% | -0.6% | +10.1% | +9.7% |
| YTD | +40.6% | +0.3% | +40.2% | +40.2% |
| 1Y | +43.6% | +0.8% | +42.8% | +42.9% |
| 3Y | +58.1% | +12.0% | +46.1% | +50.1% |
| 5Y | +152.2% | +3.4% | +148.7% | +148.1% |
| 10Y | +172.9% | +20.7% | +152.3% | +159.3% |
| All | +215.2% | +78.3% | +136.9% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling