+73.9%
MUB vs RRC
+20.0%
+53.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.9% | +1.3% | -2.2% | -0.9% |
| 30D | -1.4% | +10.1% | -11.5% | -1.4% |
| 3M | -2.2% | +4.0% | -6.2% | -2.1% |
| 6M | -1.9% | +1.6% | -3.5% | -1.9% |
| YTD | -0.8% | +19.7% | -20.5% | -0.8% |
| 1Y | +2.7% | +21.4% | -18.7% | +2.8% |
| 3Y | +8.6% | +29.7% | -21.1% | +8.6% |
| 5Y | +2.0% | +153.9% | -151.8% | +2.2% |
| 10Y | +17.9% | +10.8% | +7.1% | +18.0% |
| All | +73.9% | +20.0% | +53.9% | +73.4% |
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