+5.9%
APD vs MUZ
-56.3%
+62.1%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.2% |
| 7D | -2.5% | -15.5% | +13.0% | -2.4% |
| 30D | -1.9% | -29.9% | +28.0% | -1.9% |
| All | +5.9% | -56.3% | +62.1% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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 · Available span rolling