+135.7%
ROP vs MUB
+17.4%
+118.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | -6.1% | -0.7% | -5.4% | -5.5% |
| 30D | -3.4% | -2.0% | -1.4% | -1.5% |
| 3M | +16.7% | -2.5% | +19.2% | +19.5% |
| 6M | +8.1% | -2.3% | +10.4% | +10.5% |
| YTD | -11.7% | -1.3% | -10.4% | -10.6% |
| 1Y | -24.2% | +1.1% | -25.3% | -25.1% |
| 3Y | -19.0% | +8.2% | -27.2% | -25.1% |
| 5Y | -15.9% | +1.5% | -17.3% | -17.7% |
| 10Y | +135.7% | +17.6% | +118.1% | +149.2% |
| All | +135.7% | +17.4% | +118.3% | +149.2% |
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