+126.5%
AMAT vs MUU
+2,723.9%
-2,597.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.6% | -7.3% | +1.3% |
| 7D | -1.5% | +17.4% | -18.9% | -5.7% |
| 30D | -14.8% | +24.0% | -38.8% | -20.3% |
| 3M | -9.3% | -23.9% | +14.6% | -9.6% |
| 6M | +27.4% | +284.4% | -257.0% | -20.4% |
| YTD | +77.6% | +583.7% | -506.1% | -6.3% |
| 1Y | +188.9% | +2,981.5% | -2,792.5% | -1.4% |
| All | +126.5% | +2,723.9% | -2,597.4% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUU.
Daily Out/Under-Performance
Portfolio return minus MUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUU 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 MUU 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