+2,163.5%
MUU vs ALM
+279.2%
+1,884.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.6% | +0.3% | -4.5% |
| 7D | +3.6% | -7.1% | +10.7% | +6.8% |
| 30D | +22.3% | +24.7% | -2.4% | +8.8% |
| 3M | -8.2% | +8.3% | -16.5% | -10.2% |
| 6M | +256.3% | -22.2% | +278.5% | +275.4% |
| YTD | +534.4% | +88.1% | +446.3% | +519.0% |
| 1Y | +2,163.5% | +272.4% | +1,891.1% | +1,895.3% |
| All | +2,163.5% | +279.2% | +1,884.3% | +1,895.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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