-15.4%
ROP vs MUB
+0.7%
-16.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | +0.3% |
| 7D | -8.0% | -1.2% | -6.8% | -6.9% |
| 30D | -2.7% | -2.8% | 0.0% | 0.0% |
| 3M | +16.6% | -3.1% | +19.6% | +20.2% |
| 6M | +10.4% | -2.9% | +13.2% | +13.5% |
| YTD | -12.1% | -2.0% | -10.1% | -10.4% |
| 1Y | -23.6% | 0.0% | -23.6% | -23.8% |
| 3Y | -19.3% | +7.4% | -26.7% | -26.1% |
| 5Y | -15.4% | +0.8% | -16.1% | -20.3% |
| All | -15.4% | +0.7% | -16.1% | -20.3% |
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