+120.4%
XLK vs MUB
+7.9%
+112.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.9% |
| 7D | +0.2% | -0.8% | +1.0% | +1.0% |
| 30D | -0.6% | -2.4% | +1.8% | +1.7% |
| 3M | +2.6% | -2.8% | +5.4% | +5.5% |
| 6M | +34.0% | -2.2% | +36.2% | +37.1% |
| YTD | +30.7% | -1.6% | +32.3% | +33.1% |
| 1Y | +39.2% | 0.0% | +39.2% | +40.3% |
| 3Y | +120.4% | +7.9% | +112.5% | +102.5% |
| All | +120.4% | +7.9% | +112.5% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling