+2,396.1%
MUU vs ADSK
-22.8%
+2,418.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -8.2% | -2.5% | -5.7% | -8.1% |
| 30D | +10.2% | -14.9% | +25.0% | +11.0% |
| 3M | -26.5% | +3.3% | -29.8% | -31.7% |
| 6M | +227.2% | -15.7% | +242.9% | +236.4% |
| YTD | +527.4% | -28.2% | +555.7% | +691.2% |
| 1Y | +1,843.7% | -34.5% | +1,878.2% | +2,746.7% |
| All | +2,396.1% | -22.8% | +2,418.8% | +1,782.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling