+567.6%
XLV vs MUB
+74.8%
+492.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -3.6% | -0.8% | -2.7% | -3.2% |
| 30D | -1.8% | -2.4% | +0.6% | -0.7% |
| 3M | +7.8% | -2.8% | +10.6% | +9.2% |
| 6M | +9.1% | -2.2% | +11.3% | +10.3% |
| YTD | +7.7% | -1.6% | +9.3% | +8.6% |
| 1Y | +20.4% | 0.0% | +20.4% | +20.4% |
| 3Y | +30.8% | +7.9% | +22.9% | +26.5% |
| 5Y | +34.6% | +1.2% | +33.4% | +33.6% |
| 10Y | +173.4% | +17.2% | +156.2% | +161.1% |
| All | +567.6% | +74.8% | +492.7% | +428.8% |
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