+341.2%
ROK vs MUB
+16.7%
+324.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.3% |
| 7D | -1.6% | -1.2% | -0.4% | -0.2% |
| 30D | -5.4% | -2.8% | -2.7% | -2.3% |
| 3M | -4.0% | -3.1% | -0.9% | -0.4% |
| 6M | +13.3% | -2.9% | +16.2% | +17.4% |
| YTD | +9.3% | -2.0% | +11.4% | +12.2% |
| 1Y | +25.8% | 0.0% | +25.8% | +26.3% |
| 3Y | +49.1% | +7.4% | +41.7% | +37.0% |
| 5Y | +45.9% | +0.8% | +45.1% | +44.8% |
| All | +341.2% | +16.7% | +324.5% | +347.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling