+10.0%
MUB vs RNG
+180.9%
-170.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -0.8% | +2.3% | -3.1% | -0.8% |
| 30D | +2.4% | -3.4% | +5.8% | +2.4% |
| 3M | -1.1% | +20.9% | -22.0% | -1.3% |
| 6M | -1.0% | +82.2% | -83.2% | -1.6% |
| YTD | -0.3% | +164.6% | -164.9% | -1.3% |
| 1Y | 0.0% | +177.0% | -177.0% | -1.1% |
| All | +10.0% | +180.9% | -170.8% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling