+74.7%
MUB vs RGEN
+3,298.4%
-3,223.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.8% |
| 7D | -0.8% | -1.2% | +0.3% | -0.8% |
| 30D | +2.4% | -5.1% | +7.5% | +2.4% |
| 3M | -1.1% | +0.5% | -1.6% | -1.1% |
| 6M | -1.0% | +46.6% | -47.6% | -1.2% |
| YTD | -0.3% | +1.6% | -1.9% | -0.4% |
| 1Y | 0.0% | +5.4% | -5.4% | -0.1% |
| 3Y | +10.2% | +12.8% | -2.7% | +9.9% |
| 5Y | +2.9% | -35.6% | +38.5% | +2.7% |
| 10Y | +21.9% | +415.7% | -393.8% | +21.9% |
| All | +74.7% | +3,298.4% | -3,223.6% | +77.5% |
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