+2,620.0%
MUU vs ALM
+1,157.5%
+1,462.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.5% | +13.1% | +12.0% |
| 7D | +17.4% | -2.6% | +20.0% | +18.2% |
| 30D | +24.0% | +32.0% | -8.0% | +14.2% |
| 3M | -23.9% | -15.0% | -8.9% | -20.5% |
| 6M | +284.4% | -10.1% | +294.6% | +293.6% |
| YTD | +583.7% | +99.4% | +484.3% | +541.6% |
| 1Y | +2,981.5% | +316.4% | +2,665.1% | +2,525.8% |
| All | +2,620.0% | +1,157.5% | +1,462.6% | +1,719.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling