+1,272.2%
MUU vs RIG
+28.2%
+1,244.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.4% | -8.1% |
| 7D | +24.7% | +5.7% | +18.9% | +19.8% |
| 30D | -35.1% | -0.7% | -34.4% | -33.5% |
| 3M | -44.3% | -3.1% | -41.1% | -42.5% |
| 6M | -44.4% | -16.3% | -28.1% | -39.4% |
| YTD | +244.9% | +34.1% | +210.8% | +136.1% |
| 1Y | +365.6% | +38.2% | +327.5% | +213.0% |
| All | +1,272.2% | +28.2% | +1,244.0% | +747.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling