+266.5%
XOM vs MUB
+76.3%
+190.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.8% | -0.9% | +2.6% | +2.0% |
| 30D | +5.9% | -1.4% | +7.3% | +6.2% |
| 3M | +5.6% | -2.2% | +7.7% | +6.1% |
| 6M | +7.9% | -1.9% | +9.7% | +8.3% |
| YTD | +35.2% | -0.8% | +35.9% | +35.3% |
| 1Y | +46.0% | +2.7% | +43.2% | +44.5% |
| 3Y | +55.0% | +8.6% | +46.4% | +50.6% |
| 5Y | +246.3% | +2.0% | +244.3% | +243.7% |
| 10Y | +181.0% | +17.9% | +163.1% | +169.8% |
| All | +266.5% | +76.3% | +190.2% | +191.5% |
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