+469.3%
XLP vs MUB
+77.6%
+391.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +3.5% | +0.9% | +2.6% | +3.1% |
| 30D | +11.6% | +3.8% | +7.8% | +9.7% |
| 3M | +7.6% | -0.7% | +8.3% | +8.0% |
| 6M | +10.0% | -0.8% | +10.8% | +10.4% |
| YTD | +19.7% | 0.0% | +19.8% | +19.8% |
| 1Y | +23.5% | +0.6% | +22.8% | +23.1% |
| 3Y | +44.0% | +11.4% | +32.6% | +37.4% |
| 5Y | +42.7% | +3.1% | +39.6% | +40.5% |
| 10Y | +131.3% | +20.2% | +111.1% | +118.9% |
| All | +469.3% | +77.6% | +391.7% | +393.0% |
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