-94.2%
RIG vs MUB
+76.3%
-170.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.8% |
| 7D | +0.9% | -0.9% | +1.7% | +1.1% |
| 30D | +13.8% | -1.4% | +15.2% | +14.3% |
| 3M | -6.4% | -2.2% | -4.2% | -5.8% |
| 6M | -8.2% | -1.9% | -6.3% | -7.7% |
| YTD | +41.6% | -0.8% | +42.4% | +41.9% |
| 1Y | +88.7% | +2.7% | +86.0% | +87.0% |
| 3Y | -30.9% | +8.6% | -39.4% | -32.9% |
| 5Y | +57.7% | +2.0% | +55.6% | +56.1% |
| 10Y | -39.3% | +17.9% | -57.2% | -41.6% |
| All | -94.2% | +76.3% | -170.5% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling