+2,423.9%
MUU vs ROL
-28.7%
+2,452.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.1% | -9.4% | -9.3% |
| 7D | +3.6% | -3.2% | +6.8% | +0.9% |
| 30D | +22.3% | -6.6% | +28.9% | +16.5% |
| 3M | -8.2% | -27.3% | +19.1% | -23.9% |
| 6M | +256.3% | -38.1% | +294.4% | +188.3% |
| YTD | +534.4% | -41.8% | +576.2% | +411.6% |
| 1Y | +2,163.5% | -37.8% | +2,201.3% | +1,717.4% |
| All | +2,423.9% | -28.7% | +2,452.6% | +1,998.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling