+2,683.6%
MUU vs AME
+42.5%
+2,641.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +7.0% |
| 7D | +15.0% | +1.3% | +13.7% | +11.6% |
| 30D | +36.8% | -6.6% | +43.4% | +60.3% |
| 3M | -8.5% | +3.0% | -11.5% | -5.5% |
| 6M | +320.7% | +5.3% | +315.4% | +319.2% |
| YTD | +599.7% | +15.4% | +584.2% | +489.0% |
| 1Y | +2,569.2% | +26.8% | +2,542.4% | +1,756.2% |
| All | +2,683.6% | +42.5% | +2,641.0% | +1,639.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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