+1,106.1%
MUU vs ACM
-30.7%
+1,136.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.0% |
| 7D | -32.5% | +6.6% | -39.1% | -35.2% |
| 30D | -55.2% | +19.8% | -75.0% | -61.0% |
| 3M | -40.7% | -3.1% | -37.6% | -39.8% |
| 6M | -43.9% | -11.5% | -32.4% | -38.6% |
| YTD | +203.2% | -24.7% | +227.8% | +284.4% |
| 1Y | +257.0% | -45.1% | +302.1% | +722.0% |
| All | +1,106.1% | -30.7% | +1,136.8% | +1,334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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