+1,138.0%
MUU vs ACWI
+35.3%
+1,102.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.6% | +9.9% | -2.0% |
| 7D | -27.2% | +0.3% | -27.5% | -24.9% |
| 30D | -54.0% | -2.8% | -51.2% | -41.9% |
| 3M | -41.4% | -3.2% | -38.3% | -24.1% |
| 6M | -42.5% | +1.3% | -43.7% | -29.5% |
| YTD | +211.2% | +11.2% | +200.0% | +160.5% |
| 1Y | +313.4% | +13.8% | +299.6% | +224.7% |
| All | +1,138.0% | +35.3% | +1,102.8% | +527.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling