+73.9%
MUB vs RBA
+466.1%
-392.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.9% | -2.9% | +2.1% | -0.8% |
| 30D | -1.4% | -12.3% | +10.9% | -1.3% |
| 3M | -2.2% | -20.5% | +18.4% | -1.9% |
| 6M | -1.9% | -18.5% | +16.7% | -1.7% |
| YTD | -0.8% | -18.2% | +17.5% | -0.6% |
| 1Y | +2.7% | -27.5% | +30.2% | +3.1% |
| 3Y | +8.6% | +38.1% | -29.5% | +8.0% |
| 5Y | +2.0% | +44.8% | -42.8% | +1.3% |
| 10Y | +17.9% | +187.1% | -169.2% | +16.0% |
| All | +73.9% | +466.1% | -392.2% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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