+504.3%
MUU vs ALC
+4.2%
+500.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +6.8% | -20.8% | -7.6% |
| 7D | -35.9% | +10.7% | -46.6% | -28.5% |
| 30D | -47.1% | +20.2% | -67.3% | -37.0% |
| 3M | -29.8% | +8.9% | -38.8% | -21.9% |
| 6M | +16.0% | +5.7% | +10.3% | +40.9% |
| YTD | +286.1% | -1.4% | +287.5% | +400.3% |
| 1Y | +504.3% | +4.7% | +499.6% | +687.8% |
| All | +504.3% | +4.2% | +500.1% | +687.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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