+2,620.0%
MUU vs ROL
-26.0%
+2,646.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.4% | +11.2% | +11.9% |
| 7D | +17.4% | -1.4% | +18.8% | +16.1% |
| 30D | +24.0% | -4.1% | +28.0% | +20.6% |
| 3M | -23.9% | -22.5% | -1.4% | -34.2% |
| 6M | +284.4% | -37.7% | +322.1% | +219.0% |
| YTD | +583.7% | -39.6% | +623.3% | +467.5% |
| 1Y | +2,981.5% | -36.0% | +3,017.5% | +2,450.8% |
| All | +2,620.0% | -26.0% | +2,646.0% | +2,228.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling