+1,106.1%
MUU vs ALM
+482.6%
+623.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.2% | +4.7% | -0.2% |
| 7D | -32.5% | -6.3% | -26.1% | -30.0% |
| 30D | -55.2% | -31.4% | -23.8% | -48.9% |
| 3M | -40.7% | -40.6% | -0.1% | -29.8% |
| 6M | -43.9% | -58.6% | +14.7% | -26.3% |
| YTD | +203.2% | -7.6% | +210.8% | +262.5% |
| 1Y | +257.0% | +13.8% | +243.2% | +315.4% |
| All | +1,106.1% | +482.6% | +623.5% | +927.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling