+219.5%
XLF vs MUB
+76.5%
+143.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +2.7% | -1.3% | +3.9% | +3.2% |
| 30D | +7.6% | +2.2% | +5.5% | +6.7% |
| 3M | +1.1% | -1.6% | +2.7% | +1.7% |
| 6M | +15.9% | -1.3% | +17.2% | +16.5% |
| YTD | +8.4% | -0.7% | +9.1% | +8.7% |
| 1Y | +12.5% | -0.2% | +12.7% | +12.6% |
| 3Y | +81.6% | +9.6% | +71.9% | +75.1% |
| 5Y | +59.3% | +2.6% | +56.7% | +57.0% |
| 10Y | +225.4% | +21.5% | +204.0% | +214.7% |
| All | +219.5% | +76.5% | +143.0% | +172.6% |
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