+1,272.2%
MUU vs ALC
-22.3%
+1,294.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.2% | -8.4% | -6.1% |
| 7D | +24.7% | -1.1% | +25.8% | +24.9% |
| 30D | -35.1% | +16.0% | -51.2% | -39.6% |
| 3M | -44.3% | +0.8% | -45.1% | -44.8% |
| 6M | -44.4% | +16.8% | -61.3% | -52.8% |
| YTD | +244.9% | -5.5% | +250.4% | +252.6% |
| 1Y | +365.6% | -5.3% | +370.9% | +374.4% |
| All | +1,272.2% | -22.3% | +1,294.5% | +1,799.3% |
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