+1,000.7%
MUU vs ACWI
+31.8%
+968.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.4% |
| 7D | -42.8% | -2.4% | -40.4% | -31.7% |
| 30D | -63.6% | -5.2% | -58.4% | -47.5% |
| 3M | -48.5% | -4.8% | -43.7% | -27.1% |
| 6M | -36.9% | -1.3% | -35.6% | -10.3% |
| YTD | +176.7% | +8.4% | +168.3% | +165.7% |
| 1Y | +266.3% | +11.0% | +255.2% | +227.8% |
| All | +1,000.7% | +31.8% | +968.8% | +540.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling