+46.4%
ROK vs MUB
+2.2%
+44.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.8% | -0.3% | +3.1% | +3.1% |
| 30D | -2.4% | -1.5% | -0.9% | -1.0% |
| 3M | -4.7% | -1.9% | -2.8% | -2.9% |
| 6M | +16.8% | -1.7% | +18.5% | +18.8% |
| YTD | +11.4% | -0.8% | +12.1% | +12.5% |
| 1Y | +26.2% | +1.5% | +24.7% | +25.4% |
| 3Y | +51.9% | +8.8% | +43.1% | +41.0% |
| 5Y | +46.4% | +2.0% | +44.4% | +37.7% |
| All | +46.4% | +2.2% | +44.1% | +37.7% |
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