+65.0%
XLF vs MUB
+0.7%
+64.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -2.9% | -1.2% | -1.7% | -2.3% |
| 30D | -1.6% | -2.8% | +1.2% | -0.2% |
| 3M | +9.3% | -3.1% | +12.3% | +11.0% |
| 6M | +14.6% | -2.9% | +17.5% | +16.3% |
| YTD | +4.7% | -2.0% | +6.8% | +5.9% |
| 1Y | +8.6% | 0.0% | +8.7% | +8.8% |
| 3Y | +73.9% | +7.4% | +66.4% | +66.6% |
| 5Y | +65.0% | +0.8% | +64.2% | +32.2% |
| All | +65.0% | +0.7% | +64.3% | +32.2% |
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