-17.4%
RMBS vs MUB
+0.1%
-17.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -7.4% |
| 7D | -8.9% | +0.6% | -9.5% | -10.8% |
| 30D | -24.8% | +3.2% | -28.0% | -33.7% |
| 3M | -17.6% | -1.1% | -16.5% | -7.2% |
| 6M | -25.7% | -1.1% | -24.5% | -15.2% |
| YTD | -9.8% | -0.5% | -9.3% | +7.4% |
| 1Y | -17.4% | 0.0% | -17.3% | -0.6% |
| All | -17.4% | +0.1% | -17.4% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling