+2,538.2%
MUU vs ALC
-27.6%
+2,565.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.1% |
| 7D | +13.9% | -3.7% | +17.6% | +15.9% |
| 30D | +24.8% | -3.7% | +28.5% | +26.1% |
| 3M | -15.7% | +4.6% | -20.3% | -21.7% |
| 6M | +338.9% | -14.6% | +353.5% | +391.2% |
| YTD | +563.2% | -11.9% | +575.0% | +601.9% |
| 1Y | +2,577.5% | -13.1% | +2,590.6% | +2,790.8% |
| All | +2,538.2% | -27.6% | +2,565.8% | +3,680.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling