-0.5%
ROL vs MUB
+2.2%
-2.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -0.9% | -0.6% | -0.5% |
| 30D | -4.1% | -1.4% | -2.7% | -2.6% |
| 3M | -22.5% | -2.2% | -20.4% | -20.7% |
| 6M | -37.7% | -1.9% | -35.8% | -36.4% |
| YTD | -39.6% | -0.8% | -38.8% | -39.1% |
| 1Y | -36.0% | +2.7% | -38.8% | -37.9% |
| 3Y | -5.1% | +8.6% | -13.7% | -14.0% |
| All | -0.5% | +2.2% | -2.7% | -8.4% |
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