+38.2%
MUB vs RNG
+327.7%
-289.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.1% |
| 7D | -0.9% | +5.8% | -6.6% | -0.9% |
| 30D | -1.4% | +19.6% | -21.0% | -1.5% |
| 3M | -2.2% | +67.0% | -69.2% | -2.5% |
| 6M | -1.9% | +88.4% | -90.2% | -2.4% |
| YTD | -0.8% | +155.5% | -156.3% | -1.6% |
| 1Y | +2.7% | +141.7% | -138.9% | +1.9% |
| 3Y | +8.6% | +131.1% | -122.5% | +7.6% |
| 5Y | +2.0% | -70.6% | +72.6% | +1.5% |
| 10Y | +17.9% | +228.2% | -210.3% | +19.4% |
| All | +38.2% | +327.7% | -289.5% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling