+2,538.2%
MUU vs RNG
+135.7%
+2,402.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -2.4% |
| 7D | +13.9% | -0.8% | +14.7% | +13.9% |
| 30D | +24.8% | +11.4% | +13.4% | +22.5% |
| 3M | -15.7% | +72.1% | -87.8% | -26.9% |
| 6M | +338.9% | +67.9% | +270.9% | +277.0% |
| YTD | +563.2% | +144.3% | +418.8% | +337.2% |
| 1Y | +2,577.5% | +117.5% | +2,460.0% | +1,821.5% |
| All | +2,538.2% | +135.7% | +2,402.5% | +1,795.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling