+1.5%
MUB vs RNG
-70.2%
+71.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -0.7% | -4.1% | +3.3% | -0.7% |
| 30D | -2.0% | +8.6% | -10.6% | -2.1% |
| 3M | -2.5% | +78.0% | -80.5% | -3.2% |
| 6M | -2.3% | +67.0% | -69.4% | -3.0% |
| YTD | -1.3% | +142.4% | -143.7% | -2.5% |
| 1Y | +1.1% | +120.4% | -119.3% | 0.0% |
| 3Y | +8.2% | +122.1% | -113.9% | +6.7% |
| 5Y | +1.5% | -69.8% | +71.3% | -0.2% |
| All | +1.5% | -70.2% | +71.7% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling