+1,397.6%
MUU vs ROP
-10.9%
+1,408.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +0.7% | +23.5% | +24.6% |
| 7D | -2.5% | -2.9% | +0.5% | -4.2% |
| 30D | -39.7% | +30.1% | -69.8% | -29.7% |
| 3M | -27.4% | +19.9% | -47.3% | -17.9% |
| 6M | -38.4% | +46.0% | -84.4% | -30.6% |
| YTD | +276.4% | +8.4% | +268.1% | +456.3% |
| 1Y | +390.7% | +8.8% | +381.9% | +618.7% |
| All | +1,397.6% | -10.9% | +1,408.5% | +3,158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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