+444.3%
RMBS vs MUB
+76.3%
+368.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.3% | -0.9% | +0.5% | +0.2% |
| 30D | -12.2% | -1.4% | -10.7% | -11.3% |
| 3M | -49.5% | -2.2% | -47.4% | -48.8% |
| 6M | -7.1% | -1.9% | -5.3% | -5.8% |
| YTD | -7.0% | -0.8% | -6.2% | -6.2% |
| 1Y | +13.3% | +2.7% | +10.6% | +12.0% |
| 3Y | +49.2% | +8.6% | +40.7% | +42.3% |
| 5Y | +250.0% | +2.0% | +247.9% | +244.3% |
| 10Y | +495.1% | +17.9% | +477.2% | +467.3% |
| All | +444.3% | +76.3% | +368.0% | +321.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling