+1,397.6%
MUU vs ADP
+11.9%
+1,385.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +0.3% | +23.9% | +24.5% |
| 7D | -2.5% | +0.9% | -3.4% | -0.6% |
| 30D | -39.7% | +11.9% | -51.6% | -30.1% |
| 3M | -27.4% | +13.7% | -41.1% | -13.5% |
| 6M | -38.4% | +46.8% | -85.2% | -14.8% |
| YTD | +276.4% | +21.8% | +254.7% | +498.4% |
| 1Y | +390.7% | +23.5% | +367.2% | +657.5% |
| All | +1,397.6% | +11.9% | +1,385.7% | +2,341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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