+73.9%
MUB vs RJF
+983.6%
-909.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | -1.4% | -1.3% | -0.2% | -1.4% |
| 3M | -2.2% | +18.9% | -21.0% | -2.2% |
| 6M | -1.9% | +15.0% | -16.9% | -1.9% |
| YTD | -0.8% | +12.2% | -13.0% | -0.8% |
| 1Y | +2.7% | +5.6% | -2.9% | +2.7% |
| 3Y | +8.6% | +74.9% | -66.3% | +8.4% |
| 5Y | +2.0% | +106.6% | -104.6% | +1.8% |
| 10Y | +17.9% | +433.1% | -415.1% | +17.3% |
| All | +73.9% | +983.6% | -909.7% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling