+75.9%
MUB vs RCAT
-99.9%
+175.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +18.6% | -18.6% | +0.1% |
| 7D | +0.7% | -12.7% | +13.4% | +0.7% |
| 30D | +4.4% | -34.3% | +38.7% | +4.4% |
| 3M | -0.2% | -53.4% | +53.2% | -0.1% |
| 6M | -0.6% | -62.0% | +61.4% | -0.6% |
| YTD | +0.3% | -49.1% | +49.4% | +0.4% |
| 1Y | +0.8% | -53.1% | +53.9% | +0.8% |
| 3Y | +12.0% | +318.7% | -306.6% | +11.9% |
| 5Y | +3.4% | +48.5% | -45.1% | +3.3% |
| 10Y | +20.7% | -99.6% | +120.3% | +20.6% |
| All | +75.9% | -99.9% | +175.8% | +80.8% |
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