+22.8%
MUB vs RGEN
+415.2%
-392.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.4% |
| 7D | -1.3% | -3.3% | +2.0% | -1.2% |
| 30D | +2.2% | -5.8% | +8.0% | +2.3% |
| 3M | -1.6% | +0.2% | -1.8% | -1.7% |
| 6M | -1.3% | +56.8% | -58.0% | -2.0% |
| YTD | -0.7% | +2.4% | -3.1% | -0.8% |
| 1Y | -0.2% | +11.4% | -11.6% | -0.5% |
| 3Y | +9.6% | +15.2% | -5.5% | +8.8% |
| 5Y | +2.6% | -35.1% | +37.6% | +2.1% |
| All | +22.8% | +415.2% | -392.3% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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