+365.1%
RCL vs MUB
+21.1%
+343.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.1% |
| 7D | +6.5% | +0.7% | +5.8% | +4.6% |
| 30D | +15.9% | +4.4% | +11.5% | +3.8% |
| 3M | +2.7% | -0.2% | +2.8% | +3.1% |
| 6M | +15.2% | -0.6% | +15.8% | +17.5% |
| YTD | +19.2% | +0.3% | +18.9% | +19.1% |
| 1Y | +31.6% | +0.8% | +30.8% | +30.1% |
| 3Y | +274.2% | +12.0% | +262.2% | +174.0% |
| 5Y | +250.1% | +3.4% | +246.6% | +223.4% |
| All | +365.1% | +21.1% | +343.9% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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 · 6 months rolling