+73.9%
MUB vs RCAT
-99.8%
+173.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | -0.9% | -1.4% | +0.6% | -0.9% |
| 30D | -1.4% | -3.3% | +1.9% | -1.4% |
| 3M | -2.2% | -43.2% | +41.1% | -2.1% |
| 6M | -1.9% | -43.2% | +41.3% | -1.9% |
| YTD | -0.8% | +5.5% | -6.3% | -0.8% |
| 1Y | +2.7% | -1.6% | +4.4% | +2.7% |
| 3Y | +8.6% | +773.7% | -765.1% | +8.4% |
| 5Y | +2.0% | +187.6% | -185.6% | +1.9% |
| 10Y | +17.9% | -98.5% | +116.4% | +17.8% |
| All | +73.9% | -99.8% | +173.8% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling