-22.1%
ROP vs MUB
+2.9%
-24.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -4.4% | -0.9% | -3.6% | -4.2% |
| 30D | +3.2% | -1.4% | +4.7% | +3.5% |
| 3M | +23.1% | -2.2% | +25.2% | +23.6% |
| 6M | +13.3% | -1.9% | +15.2% | +13.3% |
| YTD | -7.9% | -0.8% | -7.1% | -8.2% |
| 1Y | -22.1% | +2.7% | -24.8% | -21.9% |
| All | -22.1% | +2.9% | -24.9% | -21.9% |
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