+22.8%
MUB vs RL
+337.1%
-314.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -1.3% | +2.6% | -3.9% | -1.3% |
| 30D | +2.2% | +2.9% | -0.8% | +2.1% |
| 3M | -1.6% | 0.0% | -1.6% | -1.6% |
| 6M | -1.3% | +17.1% | -18.4% | -1.6% |
| YTD | -0.7% | +10.1% | -10.8% | -0.9% |
| 1Y | -0.2% | +17.3% | -17.5% | -0.5% |
| 3Y | +9.6% | +249.3% | -239.7% | +7.3% |
| 5Y | +2.6% | +240.9% | -238.4% | +0.2% |
| All | +22.8% | +337.1% | -314.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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