+38.9%
MUB vs RNG
+343.0%
-304.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| YTD | -0.3% | +164.6% | -164.9% | -1.1% |
| 1Y | 0.0% | +177.0% | -177.0% | -0.9% |
| 3Y | +10.2% | +177.4% | -167.2% | +9.0% |
| 5Y | +2.9% | -72.3% | +75.3% | +2.3% |
| 10Y | +21.9% | +238.9% | -217.0% | +23.3% |
| All | +38.9% | +343.0% | -304.1% | +41.1% |
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