+207.9%
ROL vs MUB
+17.9%
+190.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -3.4% | -0.3% | -3.1% | -3.2% |
| 30D | -6.9% | -1.5% | -5.4% | -5.8% |
| 3M | -24.6% | -1.9% | -22.7% | -23.4% |
| 6M | -39.5% | -1.7% | -37.8% | -38.7% |
| YTD | -41.1% | -0.8% | -40.3% | -40.7% |
| 1Y | -37.9% | +1.5% | -39.4% | -38.7% |
| 3Y | +0.8% | +8.8% | -8.0% | -5.7% |
| 5Y | -4.7% | +2.0% | -6.7% | -7.0% |
| 10Y | +207.9% | +18.0% | +189.9% | +220.5% |
| All | +207.9% | +17.9% | +190.0% | +220.5% |
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 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