+88.8%
RIO vs MUB
+7.9%
+80.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | 0.0% |
| 7D | -3.2% | -0.8% | -2.4% | -2.1% |
| 30D | +0.9% | -2.4% | +3.3% | +4.1% |
| 3M | -1.4% | -2.8% | +1.4% | +2.3% |
| 6M | +10.9% | -2.2% | +13.2% | +14.3% |
| YTD | +31.2% | -1.6% | +32.8% | +34.4% |
| 1Y | +67.9% | 0.0% | +67.9% | +69.4% |
| 3Y | +88.8% | +7.9% | +80.9% | +77.5% |
| All | +88.8% | +7.9% | +80.9% | +77.5% |
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