+73.9%
MUB vs RVTY
+438.9%
-364.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.9% | +1.1% | -2.0% | -0.9% |
| 30D | -1.4% | +13.2% | -14.6% | -1.6% |
| 3M | -2.2% | +27.2% | -29.4% | -2.5% |
| 6M | -1.9% | +32.4% | -34.3% | -2.3% |
| YTD | -0.8% | +34.9% | -35.6% | -1.2% |
| 1Y | +2.7% | +52.4% | -49.6% | +2.1% |
| 3Y | +8.6% | +12.3% | -3.7% | +8.1% |
| 5Y | +2.0% | -30.8% | +32.9% | +1.9% |
| 10Y | +17.9% | +150.7% | -132.8% | +17.2% |
| All | +73.9% | +438.9% | -364.9% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling