+73.9%
MUB vs RGEN
+3,320.4%
-3,246.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.9% | -4.9% | +4.1% | -0.8% |
| 30D | -1.4% | +5.7% | -7.1% | -1.5% |
| 3M | -2.2% | +32.4% | -34.6% | -2.3% |
| 6M | -1.9% | +33.2% | -35.1% | -2.1% |
| YTD | -0.8% | +2.3% | -3.1% | -0.8% |
| 1Y | +2.7% | +39.0% | -36.3% | +2.5% |
| 3Y | +8.6% | -4.6% | +13.2% | +8.4% |
| 5Y | +2.0% | -42.7% | +44.7% | +1.8% |
| 10Y | +17.9% | +433.6% | -415.7% | +18.0% |
| All | +73.9% | +3,320.4% | -3,246.5% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling