+25.8%
MUB vs RUN
-31.9%
+57.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | -0.9% | +1.3% | -2.1% | -0.9% |
| 30D | -1.4% | -15.3% | +13.8% | -1.3% |
| 3M | -2.2% | -40.0% | +37.9% | -1.6% |
| 6M | -1.9% | -27.0% | +25.1% | -1.6% |
| YTD | -0.8% | -51.7% | +50.9% | -0.2% |
| 1Y | +2.7% | -45.9% | +48.6% | +3.1% |
| 3Y | +8.6% | -43.8% | +52.4% | +7.4% |
| 5Y | +2.0% | -80.5% | +82.5% | +1.4% |
| 10Y | +17.9% | +45.3% | -27.3% | +14.3% |
| All | +25.8% | -31.9% | +57.7% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling