+225.8%
XLE vs MUB
+76.3%
+149.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | -0.9% | +3.1% | +2.5% |
| 30D | +11.8% | -1.4% | +13.2% | +12.4% |
| 3M | +9.8% | -2.2% | +12.0% | +10.7% |
| 6M | +15.6% | -1.9% | +17.5% | +16.3% |
| YTD | +45.3% | -0.8% | +46.0% | +45.5% |
| 1Y | +48.3% | +2.7% | +45.6% | +46.4% |
| 3Y | +55.4% | +8.6% | +46.9% | +49.6% |
| 5Y | +216.1% | +2.0% | +214.1% | +212.7% |
| 10Y | +178.4% | +17.9% | +160.5% | +165.9% |
| All | +225.8% | +76.3% | +149.5% | +154.6% |
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 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