+755.4%
ROP vs MUB
+78.3%
+677.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +2.1% | +0.7% | +1.4% | +1.8% |
| 30D | +32.9% | +4.4% | +28.5% | +30.5% |
| 3M | +20.3% | -0.2% | +20.5% | +20.4% |
| 6M | +36.8% | -0.6% | +37.4% | +37.1% |
| YTD | +8.1% | +0.3% | +7.8% | +7.9% |
| 1Y | +8.3% | +0.8% | +7.5% | +7.9% |
| 3Y | -3.2% | +12.0% | -15.3% | -7.7% |
| 5Y | +1.7% | +3.4% | -1.7% | -0.4% |
| 10Y | +199.2% | +20.7% | +178.5% | +189.0% |
| All | +755.4% | +78.3% | +677.1% | +623.4% |
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 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