+2,683.6%
MUU vs AA
+34.6%
+2,648.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +7.7% |
| 7D | +15.0% | -0.6% | +15.7% | +15.0% |
| 30D | +36.8% | -1.6% | +38.4% | +36.3% |
| 3M | -8.5% | -29.8% | +21.3% | +35.8% |
| 6M | +320.7% | -16.6% | +337.4% | +417.5% |
| YTD | +599.7% | -4.0% | +603.7% | +618.7% |
| 1Y | +2,569.2% | +63.5% | +2,505.7% | +1,323.7% |
| All | +2,683.6% | +34.6% | +2,648.9% | +1,651.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling