+2,423.9%
MUU vs ROK
+62.7%
+2,361.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -7.3% |
| 7D | +3.6% | -1.6% | +5.2% | +7.0% |
| 30D | +22.3% | -5.4% | +27.8% | +36.6% |
| 3M | -8.2% | -4.0% | -4.3% | +5.8% |
| 6M | +256.3% | +13.3% | +243.0% | +233.1% |
| YTD | +534.4% | +9.3% | +525.1% | +513.7% |
| 1Y | +2,163.5% | +25.8% | +2,137.7% | +1,700.9% |
| All | +2,423.9% | +62.7% | +2,361.2% | +1,223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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