+1,843.7%
MUU vs RNG
+128.1%
+1,715.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -8.2% | -6.1% | -2.1% | -9.4% |
| 30D | +10.2% | +9.6% | +0.6% | +12.4% |
| 3M | -26.5% | +83.3% | -109.8% | -18.5% |
| 6M | +227.2% | +77.9% | +149.3% | +266.1% |
| YTD | +527.4% | +139.9% | +387.5% | +577.2% |
| 1Y | +1,843.7% | +121.7% | +1,722.0% | +2,007.7% |
| All | +1,843.7% | +128.1% | +1,715.6% | +2,007.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling