+2,423.9%
MUU vs RNG
+131.8%
+2,292.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.5% | -9.2% |
| 7D | +3.6% | -9.6% | +13.1% | +4.9% |
| 30D | +22.3% | +8.8% | +13.5% | +20.5% |
| 3M | -8.2% | +78.6% | -86.8% | -22.0% |
| 6M | +256.3% | +70.3% | +186.1% | +202.9% |
| YTD | +534.4% | +140.3% | +394.1% | +319.2% |
| 1Y | +2,163.5% | +126.6% | +2,036.9% | +1,461.3% |
| All | +2,423.9% | +131.8% | +2,292.0% | +1,717.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling