+18.0%
MUB vs RRC
+7.9%
+10.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.3% | -1.2% | +0.9% | -0.3% |
| 30D | -1.5% | +9.4% | -11.0% | -1.5% |
| 3M | -1.9% | +7.4% | -9.3% | -1.9% |
| 6M | -1.7% | +1.5% | -3.2% | -1.7% |
| YTD | -0.8% | +19.4% | -20.2% | -0.8% |
| 1Y | +1.5% | +24.2% | -22.7% | +1.5% |
| 3Y | +8.8% | +32.8% | -24.0% | +8.8% |
| 5Y | +2.0% | +152.9% | -150.9% | +2.2% |
| 10Y | +18.0% | +3.9% | +14.1% | +17.1% |
| All | +18.0% | +7.9% | +10.1% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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