+16.8%
MUB vs RNG
+223.4%
-206.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | -1.2% | -9.6% | +8.4% | -1.1% |
| 30D | -2.8% | +8.8% | -11.6% | -2.9% |
| 3M | -3.1% | +78.6% | -81.7% | -3.7% |
| 6M | -2.9% | +70.3% | -73.1% | -3.5% |
| YTD | -2.0% | +140.3% | -142.4% | -3.1% |
| 1Y | 0.0% | +126.6% | -126.6% | -1.1% |
| 3Y | +7.4% | +120.2% | -112.8% | +6.0% |
| 5Y | +0.8% | -68.3% | +69.1% | +0.6% |
| All | +16.8% | +223.4% | -206.7% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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