+553.2%
XLI vs MUB
+76.3%
+476.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | -0.9% | -0.2% | -0.6% |
| 30D | -5.9% | -1.4% | -4.5% | -5.3% |
| 3M | -0.3% | -2.2% | +1.9% | +0.8% |
| 6M | +0.1% | -1.9% | +2.0% | +1.1% |
| YTD | +13.6% | -0.8% | +14.4% | +14.1% |
| 1Y | +17.2% | +2.7% | +14.4% | +15.9% |
| 3Y | +68.2% | +8.6% | +59.6% | +62.1% |
| 5Y | +80.7% | +2.0% | +78.7% | +78.5% |
| 10Y | +253.3% | +17.9% | +235.3% | +238.7% |
| All | +553.2% | +76.3% | +476.9% | +457.6% |
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