+22.8%
MUB vs RUN
+68.6%
-45.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.4% |
| 7D | -1.3% | -13.5% | +12.3% | -1.1% |
| 30D | +2.2% | +18.3% | -16.1% | +1.9% |
| 3M | -1.6% | -12.5% | +10.9% | -1.5% |
| 6M | -1.3% | -40.3% | +39.0% | -0.7% |
| YTD | -0.7% | -53.1% | +52.4% | 0.0% |
| 1Y | -0.2% | -54.3% | +54.1% | +0.4% |
| 3Y | +9.6% | -6.5% | +16.1% | +7.4% |
| 5Y | +2.6% | -85.3% | +87.8% | +2.4% |
| All | +22.8% | +68.6% | -45.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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