+629.1%
ROP vs MUB
+76.3%
+552.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -4.4% | -0.9% | -3.6% | -4.1% |
| 30D | +3.2% | -1.4% | +4.7% | +3.9% |
| 3M | +23.1% | -2.2% | +25.2% | +24.2% |
| 6M | +13.3% | -1.9% | +15.2% | +14.2% |
| YTD | -7.9% | -0.8% | -7.1% | -7.6% |
| 1Y | -22.1% | +2.7% | -24.8% | -23.0% |
| 3Y | -16.8% | +8.6% | -25.4% | -19.6% |
| 5Y | -13.5% | +2.0% | -15.6% | -14.8% |
| 10Y | +137.7% | +17.9% | +119.8% | +130.8% |
| All | +629.1% | +76.3% | +552.8% | +519.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling