+424.3%
XLP vs MUB
+76.3%
+348.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -0.9% | -0.2% | -0.6% |
| 30D | -0.9% | -1.4% | +0.5% | -0.2% |
| 3M | +3.8% | -2.2% | +6.0% | +4.8% |
| 6M | -1.7% | -1.9% | +0.1% | -0.9% |
| YTD | +10.3% | -0.8% | +11.0% | +10.7% |
| 1Y | +7.8% | +2.7% | +5.1% | +6.5% |
| 3Y | +27.2% | +8.6% | +18.6% | +22.7% |
| 5Y | +32.5% | +2.0% | +30.5% | +31.1% |
| 10Y | +101.8% | +17.9% | +83.9% | +91.9% |
| All | +424.3% | +76.3% | +348.0% | +355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling