+291.3%
RIO vs MUB
+77.6%
+213.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | -10.8% | +3.4% | -14.2% | -12.3% |
| 3M | -15.2% | -0.7% | -14.5% | -14.9% |
| 6M | -18.0% | -1.0% | -17.0% | -17.6% |
| YTD | +11.0% | 0.0% | +11.0% | +11.1% |
| 1Y | +26.4% | +0.4% | +26.0% | +26.3% |
| 3Y | +54.4% | +10.5% | +43.9% | +48.1% |
| 5Y | +98.1% | +3.1% | +95.0% | +94.7% |
| 10Y | +358.5% | +22.0% | +336.5% | +339.3% |
| All | +291.3% | +77.6% | +213.6% | +219.4% |
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