+27.1%
MUB vs RUN
-30.6%
+57.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.9% | +0.2% |
| 7D | +0.4% | +3.2% | -2.7% | +0.4% |
| 30D | +3.6% | +19.5% | -15.9% | +3.4% |
| 3M | -0.5% | -9.6% | +9.1% | -0.4% |
| 6M | -0.6% | -37.3% | +36.7% | -0.2% |
| YTD | +0.3% | -50.7% | +51.0% | +0.7% |
| 1Y | +0.4% | -54.1% | +54.5% | +0.9% |
| 3Y | +10.8% | -3.9% | +14.7% | +8.9% |
| 5Y | +3.4% | -84.4% | +87.8% | +3.1% |
| 10Y | +22.6% | +77.5% | -54.9% | +18.8% |
| All | +27.1% | -30.6% | +57.6% | +23.1% |
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