+378.0%
RIO vs MUB
+76.3%
+301.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | 0.0% | -0.9% | +0.8% | +0.4% |
| 30D | +4.0% | -1.4% | +5.4% | +4.7% |
| 3M | +0.1% | -2.2% | +2.3% | +1.2% |
| 6M | +12.7% | -1.9% | +14.6% | +13.8% |
| YTD | +35.6% | -0.8% | +36.3% | +36.2% |
| 1Y | +73.7% | +2.7% | +71.0% | +71.8% |
| 3Y | +93.3% | +8.6% | +84.7% | +86.8% |
| 5Y | +92.4% | +2.0% | +90.4% | +90.0% |
| 10Y | +606.9% | +17.9% | +589.0% | +579.3% |
| All | +378.0% | +76.3% | +301.7% | +291.6% |
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