+1,397.6%
MUU vs ROL
-20.2%
+1,417.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +0.1% | +24.0% | +24.3% |
| 7D | -2.5% | +0.8% | -3.3% | -1.5% |
| 30D | -39.7% | +20.6% | -60.3% | -27.9% |
| 3M | -27.4% | +4.5% | -31.9% | -21.4% |
| 6M | -38.4% | -26.5% | -11.9% | -43.0% |
| YTD | +276.4% | -34.8% | +311.3% | +245.0% |
| 1Y | +390.7% | -33.2% | +423.9% | +349.2% |
| All | +1,397.6% | -20.2% | +1,417.8% | +1,315.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling