+365.6%
MUU vs ADP
+26.1%
+339.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -3.7% |
| 7D | +24.7% | +2.2% | +22.5% | +31.5% |
| 30D | -35.1% | +10.6% | -45.7% | -12.9% |
| 3M | -44.3% | +12.9% | -57.2% | -20.0% |
| 6M | -44.4% | +50.6% | -95.1% | +56.4% |
| YTD | +244.9% | +23.2% | +221.7% | +766.3% |
| 1Y | +365.6% | +25.3% | +340.4% | +1,059.0% |
| All | +365.6% | +26.1% | +339.5% | +1,059.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling