-38.4%
MUU vs ROP
+41.3%
-79.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +0.7% | +23.5% | +25.7% |
| 7D | -2.5% | -2.9% | +0.5% | -8.9% |
| 30D | -39.7% | +30.1% | -69.8% | +16.0% |
| 3M | -27.4% | +19.9% | -47.3% | +12.3% |
| 6M | -38.4% | +46.0% | -84.4% | +83.3% |
| All | -38.4% | +41.3% | -79.7% | +83.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling