+75.7%
MUB vs RRC
+48.5%
+27.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +3.6% | +25.2% | -21.6% | +3.6% |
| 3M | -0.5% | +27.8% | -28.3% | -0.5% |
| 6M | -0.6% | +27.2% | -27.9% | -0.6% |
| YTD | +0.3% | +48.2% | -47.9% | +0.3% |
| 1Y | +0.4% | +34.7% | -34.3% | +0.4% |
| 3Y | +10.8% | +62.2% | -51.5% | +10.8% |
| 5Y | +3.4% | +130.9% | -127.5% | +3.5% |
| 10Y | +22.6% | +73.4% | -50.8% | +22.7% |
| All | +75.7% | +48.5% | +27.2% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling