+24.3%
MUB vs RCAT
-99.8%
+124.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +0.4% | +7.2% | -6.8% | +0.4% |
| 30D | +3.9% | -20.4% | +24.3% | +3.9% |
| 3M | -0.2% | -59.8% | +59.5% | -0.1% |
| 6M | -0.4% | -61.9% | +61.5% | -0.3% |
| YTD | +0.5% | -45.9% | +46.4% | +0.6% |
| 1Y | +0.7% | -50.5% | +51.2% | +0.7% |
| 3Y | +11.1% | +387.5% | -376.4% | +10.5% |
| 5Y | +3.7% | +70.9% | -67.2% | +3.2% |
| All | +24.3% | -99.8% | +124.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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