+136.8%
XLP vs MUB
+22.4%
+114.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.2% |
| 7D | -0.5% | +0.4% | -1.0% | -0.9% |
| 30D | +8.3% | +3.6% | +4.7% | +5.2% |
| 3M | +8.7% | -0.5% | +9.2% | +9.2% |
| 6M | +11.2% | -0.6% | +11.8% | +11.8% |
| YTD | +20.0% | +0.3% | +19.7% | +19.8% |
| 1Y | +21.3% | +0.4% | +21.0% | +21.0% |
| 3Y | +43.8% | +10.8% | +33.1% | +32.2% |
| 5Y | +43.3% | +3.4% | +39.9% | +39.6% |
| 10Y | +136.8% | +22.6% | +114.2% | +117.4% |
| All | +136.8% | +22.4% | +114.3% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling