+42.8%
XOP vs MUB
+76.3%
-33.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +2.6% | -0.9% | +3.4% | +2.7% |
| 30D | +15.4% | -1.4% | +16.9% | +15.6% |
| 3M | +12.1% | -2.2% | +14.2% | +12.3% |
| 6M | +19.7% | -1.9% | +21.6% | +19.9% |
| YTD | +52.4% | -0.8% | +53.2% | +52.4% |
| 1Y | +47.6% | +2.7% | +44.8% | +46.6% |
| 3Y | +34.4% | +8.6% | +25.8% | +32.1% |
| 5Y | +154.4% | +2.0% | +152.3% | +152.4% |
| 10Y | +54.7% | +17.9% | +36.8% | +51.5% |
| All | +42.8% | +76.3% | -33.5% | +7.5% |
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