+8.8%
MUB vs RUN
-35.6%
+44.3%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | -0.3% | +10.2% | -10.5% | -0.4% |
| 30D | -1.5% | -9.6% | +8.1% | -1.4% |
| 3M | -1.9% | -31.5% | +29.6% | -1.6% |
| 6M | -1.7% | -18.7% | +17.0% | -1.6% |
| YTD | -0.8% | -49.9% | +49.1% | -0.3% |
| 1Y | +1.5% | -45.5% | +47.0% | +1.8% |
| 3Y | +8.8% | -34.1% | +42.9% | +6.0% |
| All | +8.8% | -35.6% | +44.3% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling