-44.0%
MUZ vs RRX
-15.4%
-28.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +1.9% |
| 7D | +23.6% | 0.0% | +23.6% | +32.0% |
| 30D | +61.9% | +9.0% | +52.8% | +103.4% |
| 3M | -4.0% | +4.0% | -8.0% | +9.7% |
| All | -44.0% | -15.4% | -28.7% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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