+2,683.6%
MUU vs ALC
-28.3%
+2,711.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.0% |
| 7D | +15.0% | -5.3% | +20.3% | +17.9% |
| 30D | +36.8% | -7.1% | +43.9% | +40.9% |
| 3M | -8.5% | +0.8% | -9.3% | -12.5% |
| 6M | +320.7% | -16.0% | +336.7% | +376.7% |
| YTD | +599.7% | -12.7% | +612.4% | +643.9% |
| 1Y | +2,569.2% | -12.8% | +2,582.0% | +2,739.2% |
| All | +2,683.6% | -28.3% | +2,711.9% | +3,907.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling