-15.3%
RIG vs MUB
+9.9%
-25.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.0% |
| 7D | +5.7% | -1.3% | +7.0% | +5.3% |
| 30D | -0.7% | +2.2% | -2.9% | -0.2% |
| 3M | -3.1% | -1.6% | -1.5% | -4.2% |
| 6M | -16.3% | -1.3% | -15.0% | -17.1% |
| YTD | +34.1% | -0.7% | +34.8% | +33.0% |
| 1Y | +38.2% | -0.2% | +38.4% | +37.1% |
| 3Y | -15.3% | +9.6% | -24.9% | -14.7% |
| All | -15.3% | +9.9% | -25.2% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling