+13.7%
RMBS vs MUB
+1.0%
+12.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +4.1% |
| 7D | +3.5% | -0.7% | +4.2% | +8.0% |
| 30D | -8.6% | -2.0% | -6.6% | +3.6% |
| 3M | -40.3% | -2.5% | -37.8% | -29.2% |
| 6M | -1.0% | -2.3% | +1.4% | +16.6% |
| YTD | -4.6% | -1.3% | -3.3% | +10.5% |
| All | +13.7% | +1.0% | +12.7% | -2.7% |
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