+34.1%
XLP vs MUB
+2.2%
+31.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -0.9% | -0.2% | -0.4% |
| 30D | -0.9% | -1.4% | +0.5% | +0.2% |
| 3M | +3.8% | -2.2% | +6.0% | +5.4% |
| 6M | -1.7% | -1.9% | +0.1% | -0.4% |
| YTD | +10.3% | -0.8% | +11.0% | +10.9% |
| 1Y | +7.8% | +2.7% | +5.1% | +5.8% |
| 3Y | +27.2% | +8.6% | +18.6% | +20.7% |
| All | +34.1% | +2.2% | +31.9% | +30.6% |
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