+1,785.8%
MUU vs ADVB
-97.5%
+1,883.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.2% | +5.0% | +9.0% |
| 7D | -42.8% | -13.9% | -28.9% | -42.3% |
| 30D | -63.6% | -68.1% | +4.5% | -62.4% |
| 3M | -48.5% | -73.4% | +24.9% | -46.9% |
| 6M | -36.9% | -70.8% | +33.9% | -35.9% |
| YTD | +176.7% | -66.1% | +242.8% | +176.9% |
| 1Y | +266.3% | -77.5% | +343.8% | +281.3% |
| All | +1,785.8% | -97.5% | +1,883.4% | +2,959.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling