0.0%
MUB vs RJF
+6.3%
-6.3%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -1.2% | -4.2% | +2.9% | -1.2% |
| 30D | -2.8% | -3.6% | +0.8% | -2.7% |
| 3M | -3.1% | +15.6% | -18.7% | -3.1% |
| 6M | -2.9% | +17.6% | -20.5% | -2.9% |
| YTD | -2.0% | +9.2% | -11.2% | -2.1% |
| 1Y | 0.0% | +5.5% | -5.5% | -0.1% |
| All | 0.0% | +6.3% | -6.3% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling