-42.2%
RIG vs MUB
+17.2%
-59.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -2.0% |
| 7D | -3.1% | -0.8% | -2.3% | -2.6% |
| 30D | -0.5% | -2.4% | +1.9% | +0.9% |
| 3M | -6.0% | -2.8% | -3.1% | -4.4% |
| 6M | -10.1% | -2.2% | -7.9% | -9.1% |
| YTD | +37.3% | -1.6% | +38.9% | +38.3% |
| 1Y | +73.9% | 0.0% | +73.9% | +73.4% |
| 3Y | -30.2% | +7.9% | -38.1% | -34.5% |
| 5Y | +62.5% | +1.2% | +61.2% | +61.1% |
| All | -42.2% | +17.2% | -59.4% | -28.1% |
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