+320.7%
MUU vs AGG
-1.4%
+322.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +7.7% |
| 7D | +15.0% | -0.2% | +15.2% | +16.8% |
| 30D | +36.8% | -0.2% | +37.0% | +38.0% |
| 3M | -8.5% | -0.7% | -7.8% | -1.4% |
| 6M | +320.7% | -1.8% | +322.5% | +382.8% |
| All | +320.7% | -1.4% | +322.1% | +382.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 6mo: compounded portfolio wealth divided by compounded AGG 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…
6mo analysis · Full analysis span regression · 6 months rolling