+2,981.5%
MUU vs ADSK
-31.6%
+3,013.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -8.3% | +19.9% | +4.6% |
| 7D | +17.4% | -16.4% | +33.8% | +1.7% |
| 30D | +24.0% | -9.2% | +33.2% | +16.7% |
| 3M | -23.9% | -6.7% | -17.2% | -16.4% |
| 6M | +284.4% | -15.5% | +299.9% | +335.8% |
| YTD | +583.7% | -26.4% | +610.1% | +877.7% |
| 1Y | +2,981.5% | -31.9% | +3,013.4% | +4,919.5% |
| All | +2,981.5% | -31.6% | +3,013.1% | +4,919.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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