+124.6%
XLP vs MUB
+20.5%
+104.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +0.7% | +0.7% | 0.0% | +0.2% |
| 30D | +10.3% | +4.4% | +5.9% | +6.5% |
| 3M | +6.5% | -0.4% | +7.0% | +6.9% |
| 6M | +8.4% | -0.9% | +9.3% | +9.2% |
| YTD | +18.2% | +0.1% | +18.1% | +18.2% |
| 1Y | +22.4% | +0.5% | +21.9% | +22.0% |
| 3Y | +41.9% | +11.7% | +30.2% | +29.4% |
| 5Y | +40.9% | +3.2% | +37.7% | +37.5% |
| All | +124.6% | +20.5% | +104.1% | +105.2% |
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