+21.9%
MUB vs RRC
+63.1%
-41.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +1.0% | -10.3% | +11.4% | +1.0% |
| 30D | +3.9% | +19.5% | -15.6% | +3.9% |
| 3M | -0.4% | +27.9% | -28.3% | -0.3% |
| 6M | -0.6% | +21.2% | -21.7% | -0.5% |
| YTD | +0.4% | +39.6% | -39.2% | +0.4% |
| 1Y | +0.8% | +31.3% | -30.4% | +0.9% |
| 3Y | +11.3% | +51.9% | -40.6% | +11.3% |
| 5Y | +3.4% | +110.2% | -106.7% | +3.5% |
| 10Y | +21.9% | +56.7% | -34.8% | +20.9% |
| All | +21.9% | +63.1% | -41.2% | +20.9% |
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