+145.6%
XLK vs MUB
+0.7%
+144.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.5% |
| 7D | -0.4% | -1.2% | +0.8% | +1.1% |
| 30D | -0.5% | -2.8% | +2.3% | +2.9% |
| 3M | +5.0% | -3.1% | +8.0% | +9.0% |
| 6M | +32.9% | -2.9% | +35.7% | +37.7% |
| YTD | +29.0% | -2.0% | +31.0% | +32.5% |
| 1Y | +37.8% | 0.0% | +37.9% | +38.6% |
| 3Y | +118.7% | +7.4% | +111.3% | +99.3% |
| 5Y | +145.6% | +0.8% | +144.8% | +129.5% |
| All | +145.6% | +0.7% | +144.8% | +129.5% |
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 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