+74.1%
MUB vs RRX
+351.9%
-277.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | -1.3% | +4.3% | -5.6% | -1.3% |
| 30D | +2.2% | +12.3% | -10.1% | +2.0% |
| 3M | -1.6% | +3.7% | -5.3% | -1.7% |
| 6M | -1.3% | -13.9% | +12.6% | -1.2% |
| YTD | -0.7% | +26.5% | -27.1% | -1.1% |
| 1Y | -0.2% | +29.3% | -29.5% | -0.6% |
| 3Y | +9.6% | +65.6% | -55.9% | +8.6% |
| 5Y | +2.6% | +10.6% | -8.1% | +1.8% |
| 10Y | +21.5% | +202.9% | -181.4% | +19.0% |
| All | +74.1% | +351.9% | -277.8% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling