+123.7%
XRT vs MUB
+17.9%
+105.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | -0.3% | -0.3% | 0.0% | +0.1% |
| 30D | -5.6% | -1.5% | -4.1% | -3.9% |
| 3M | +2.5% | -1.9% | +4.5% | +5.0% |
| 6M | +3.7% | -1.7% | +5.4% | +5.9% |
| YTD | +1.0% | -0.8% | +1.8% | +2.1% |
| 1Y | -1.2% | +1.5% | -2.7% | -2.7% |
| 3Y | +43.4% | +8.8% | +34.6% | +30.4% |
| 5Y | -0.7% | +2.0% | -2.7% | -3.7% |
| 10Y | +123.7% | +18.0% | +105.7% | +131.8% |
| All | +123.7% | +17.9% | +105.8% | +131.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling