+2,683.6%
MUU vs ROL
-28.7%
+2,712.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +4.6% |
| 7D | +15.0% | -3.3% | +18.3% | +12.0% |
| 30D | +36.8% | -7.2% | +44.0% | +29.7% |
| 3M | -8.5% | -27.0% | +18.5% | -24.0% |
| 6M | +320.7% | -39.5% | +360.2% | +239.3% |
| YTD | +599.7% | -41.8% | +641.5% | +463.9% |
| 1Y | +2,569.2% | -38.9% | +2,608.0% | +2,051.1% |
| All | +2,683.6% | -28.7% | +2,712.3% | +2,213.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling