+534.0%
RMBS vs MUB
+21.8%
+512.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.7% |
| 7D | +10.3% | -1.3% | +11.6% | +12.3% |
| 30D | -10.7% | +2.2% | -12.9% | -13.6% |
| 3M | -17.2% | -1.6% | -15.6% | -15.4% |
| 6M | -39.0% | -1.3% | -37.7% | -37.8% |
| YTD | -10.5% | -0.7% | -9.9% | -9.2% |
| 1Y | -11.0% | -0.2% | -10.8% | -10.2% |
| 3Y | +31.3% | +9.6% | +21.7% | +15.5% |
| 5Y | +242.8% | +2.6% | +240.2% | +230.7% |
| All | +534.0% | +21.8% | +512.2% | +526.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling