+2.0%
MUB vs RVTY
-32.1%
+34.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -1.5% | +10.8% | -12.4% | -1.8% |
| 3M | -1.9% | +26.8% | -28.7% | -2.6% |
| 6M | -1.7% | +39.3% | -41.0% | -2.7% |
| YTD | -0.8% | +31.6% | -32.4% | -1.7% |
| 1Y | +1.5% | +47.7% | -46.2% | +0.1% |
| 3Y | +8.8% | +19.9% | -11.2% | +7.4% |
| 5Y | +2.0% | -32.3% | +34.3% | +1.8% |
| All | +2.0% | -32.1% | +34.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling