+112.7%
CSCO vs MUU
+2,789.9%
-2,677.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.1% |
| 7D | 0.0% | +15.0% | -15.1% | -1.0% |
| 30D | -10.7% | +36.8% | -47.5% | -12.9% |
| 3M | -8.7% | -8.5% | -0.2% | -10.8% |
| 6M | +44.9% | +320.7% | -275.8% | +22.6% |
| YTD | +44.1% | +599.7% | -555.6% | +14.8% |
| 1Y | +65.9% | +2,569.2% | -2,503.3% | +13.1% |
| All | +112.7% | +2,789.9% | -2,677.1% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling