0.0%
MUB vs RUN
-46.7%
+46.7%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.7% |
| 7D | -1.2% | -3.4% | +2.1% | -1.2% |
| 30D | -2.8% | -14.0% | +11.2% | -2.6% |
| 3M | -3.1% | -27.5% | +24.4% | -2.8% |
| 6M | -2.9% | -29.0% | +26.1% | -2.6% |
| YTD | -2.0% | -53.1% | +51.1% | -1.7% |
| 1Y | 0.0% | -46.7% | +46.7% | +0.3% |
| All | 0.0% | -46.7% | +46.7% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling