+7.4%
MUB vs RRX
+1.6%
+5.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.7% |
| 7D | -1.2% | -3.7% | +2.5% | -1.2% |
| 30D | -2.8% | -9.3% | +6.5% | -2.7% |
| 3M | -3.1% | -21.8% | +18.7% | -2.8% |
| 6M | -2.9% | -22.0% | +19.1% | -2.7% |
| YTD | -2.0% | +11.9% | -14.0% | -2.2% |
| 1Y | 0.0% | +11.6% | -11.6% | -0.2% |
| All | +7.4% | +1.6% | +5.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling