+30.9%
ROK vs MUB
+2.8%
+28.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | +6.1% | -0.8% | +6.9% | +6.8% |
| 30D | -6.5% | +2.4% | -8.9% | -8.6% |
| 3M | -10.2% | -1.1% | -9.1% | -9.2% |
| 6M | -10.6% | -1.0% | -9.6% | -9.7% |
| YTD | +4.9% | -0.3% | +5.2% | +5.5% |
| 1Y | +3.8% | 0.0% | +3.8% | +4.2% |
| 3Y | +63.5% | +10.2% | +53.3% | +49.5% |
| 5Y | +30.9% | +2.9% | +28.0% | +25.5% |
| All | +30.9% | +2.8% | +28.2% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling