+75.9%
MUB vs RBA
+533.7%
-457.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +0.7% | +4.3% | -3.6% | +0.6% |
| 30D | +4.4% | +16.3% | -12.0% | +4.1% |
| 3M | -0.2% | +1.3% | -1.5% | -0.2% |
| 6M | -0.6% | -11.1% | +10.5% | -0.5% |
| YTD | +0.3% | -8.5% | +8.8% | +0.4% |
| 1Y | +0.8% | -2.1% | +2.9% | +0.7% |
| 3Y | +12.0% | +44.6% | -32.5% | +11.3% |
| 5Y | +3.4% | +36.8% | -33.4% | +2.7% |
| 10Y | +20.7% | +227.3% | -206.6% | +18.5% |
| All | +75.9% | +533.7% | -457.9% | +73.1% |
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