-48.3%
MUZ vs RL
+9.5%
-57.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +4.5% | +9.7% | +16.1% |
| 7D | +47.2% | +5.8% | +41.4% | +50.5% |
| 30D | +57.1% | +12.7% | +44.4% | +67.9% |
| 3M | -5.3% | +9.3% | -14.6% | -1.7% |
| All | -48.3% | +9.5% | -57.8% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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 · Available span rolling