-57.4%
MUZ vs RNG
+87.2%
-144.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +2.4% | -26.3% | -24.9% |
| 7D | -17.7% | -3.5% | -14.2% | -17.0% |
| 30D | +14.5% | -3.8% | +18.2% | +10.3% |
| 3M | -25.7% | +18.6% | -44.3% | -44.5% |
| All | -57.4% | +87.2% | -144.6% | -79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling