+365.6%
MUU vs AA
-0.3%
+365.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.8% | -3.5% | -3.3% |
| 7D | +24.7% | +0.5% | +24.2% | +25.1% |
| 30D | -35.1% | -0.6% | -34.6% | -32.6% |
| 3M | -44.3% | -19.7% | -24.6% | -28.2% |
| 6M | -44.4% | -41.6% | -2.8% | +2.8% |
| YTD | +244.9% | -24.6% | +269.6% | +373.4% |
| 1Y | +365.6% | +4.9% | +360.7% | +359.8% |
| All | +365.6% | -0.3% | +365.9% | +359.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling