-11.0%
RMBS vs MUB
-0.2%
-10.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.2% |
| 7D | +10.3% | -1.3% | +11.6% | +14.4% |
| 30D | -10.7% | +2.2% | -12.9% | -18.9% |
| 3M | -17.2% | -1.6% | -15.6% | -4.0% |
| 6M | -39.0% | -1.3% | -37.7% | -30.4% |
| YTD | -10.5% | -0.7% | -9.9% | +5.7% |
| 1Y | -11.0% | -0.2% | -10.8% | +5.0% |
| All | -11.0% | -0.2% | -10.7% | +5.0% |
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