+31.3%
RMBS vs MUB
+9.9%
+21.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.8% |
| 7D | +10.3% | -1.3% | +11.6% | +12.1% |
| 30D | -10.7% | +2.2% | -12.9% | -13.7% |
| 3M | -17.2% | -1.6% | -15.6% | -15.0% |
| 6M | -39.0% | -1.3% | -37.7% | -37.5% |
| YTD | -10.5% | -0.7% | -9.9% | -8.4% |
| 1Y | -11.0% | -0.2% | -10.8% | -9.1% |
| 3Y | +31.3% | +9.6% | +21.7% | -3.5% |
| All | +31.3% | +9.9% | +21.4% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling