+128.8%
XLP vs MUB
+21.2%
+107.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +0.1% | +1.0% | -1.0% | -0.8% |
| 30D | +8.9% | +3.9% | +5.1% | +5.6% |
| 3M | +7.5% | -0.4% | +7.8% | +7.8% |
| 6M | +9.4% | -0.6% | +10.0% | +9.9% |
| YTD | +19.3% | +0.4% | +18.8% | +18.9% |
| 1Y | +21.7% | +0.8% | +20.9% | +20.9% |
| 3Y | +44.0% | +11.3% | +32.6% | +31.7% |
| 5Y | +42.8% | +3.4% | +39.4% | +39.1% |
| 10Y | +128.8% | +21.9% | +106.9% | +108.7% |
| All | +128.8% | +21.2% | +107.6% | +108.7% |
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