+2,538.2%
MUU vs ALM
+1,268.4%
+1,269.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.8% | -11.8% | -5.6% |
| 7D | +13.9% | +8.4% | +5.5% | +10.9% |
| 30D | +24.8% | +34.8% | -10.0% | +14.0% |
| 3M | -15.7% | +16.2% | -32.0% | -18.7% |
| 6M | +338.9% | +2.1% | +336.7% | +335.2% |
| YTD | +563.2% | +117.0% | +446.1% | +505.7% |
| 1Y | +2,577.5% | +313.9% | +2,263.6% | +2,143.7% |
| All | +2,538.2% | +1,268.4% | +1,269.8% | +1,617.2% |
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