+13.6%
ROL vs MUB
+3.5%
+10.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +9.5% | +0.7% | +8.8% | +8.6% |
| 30D | +22.9% | +4.4% | +18.6% | +17.4% |
| 3M | +3.5% | -0.2% | +3.7% | +3.7% |
| 6M | -29.4% | -0.6% | -28.8% | -29.0% |
| YTD | -36.1% | +0.3% | -36.4% | -36.4% |
| 1Y | -34.4% | +0.8% | -35.1% | -35.0% |
| 3Y | +4.0% | +12.0% | -8.0% | -9.2% |
| All | +13.6% | +3.5% | +10.1% | +2.4% |
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