+75.9%
MUB vs RL
+545.8%
-469.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | +0.7% | -4.2% | +4.9% | +0.7% |
| 30D | +4.4% | +4.3% | +0.1% | +4.3% |
| 3M | -0.2% | -4.6% | +4.4% | -0.1% |
| 6M | -0.6% | +1.7% | -2.3% | -0.7% |
| YTD | +0.3% | +7.3% | -7.0% | +0.2% |
| 1Y | +0.8% | +20.8% | -20.0% | +0.6% |
| 3Y | +12.0% | +247.0% | -234.9% | +10.8% |
| 5Y | +3.4% | +225.5% | -222.0% | +2.2% |
| 10Y | +20.7% | +363.0% | -342.4% | +18.7% |
| All | +75.9% | +545.8% | -469.9% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling