-53.9%
MUZ vs RNG
+88.0%
-141.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.8% | +5.4% |
| 7D | -26.3% | +4.6% | -30.9% | -28.0% |
| 30D | +6.6% | +0.4% | +6.1% | -0.5% |
| 3M | -2.3% | +11.4% | -13.8% | -20.8% |
| All | -53.9% | +88.0% | -141.9% | -77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling