+60.2%
ROKU vs MUB
+2.9%
+57.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.8% |
| 7D | -1.3% | -0.9% | -0.5% | +1.1% |
| 30D | +5.9% | -1.4% | +7.3% | +10.2% |
| 3M | +23.9% | -2.2% | +26.0% | +32.2% |
| 6M | +59.6% | -1.9% | +61.4% | +65.3% |
| YTD | +43.4% | -0.8% | +44.2% | +48.6% |
| 1Y | +60.2% | +2.7% | +57.4% | +61.7% |
| All | +60.2% | +2.9% | +57.3% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling