+26.4%
MUB vs RUN
-34.8%
+61.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.2% | -0.8% |
| 7D | -0.8% | -13.7% | +12.9% | -0.7% |
| 30D | +2.4% | +9.4% | -6.9% | +2.3% |
| 3M | -1.1% | -13.4% | +12.3% | -1.0% |
| 6M | -1.0% | -39.6% | +38.6% | -0.5% |
| YTD | -0.3% | -53.7% | +53.4% | +0.3% |
| 1Y | 0.0% | -56.2% | +56.2% | +0.6% |
| 3Y | +10.2% | -9.7% | +19.9% | +8.4% |
| 5Y | +2.9% | -85.5% | +88.4% | +2.6% |
| 10Y | +21.9% | +66.7% | -44.8% | +18.3% |
| All | +26.4% | -34.8% | +61.1% | +22.5% |
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