+1,272.2%
MUU vs AME
+46.3%
+1,225.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.7% | -6.4% |
| 7D | +24.7% | +5.9% | +18.8% | +8.5% |
| 30D | -35.1% | -1.9% | -33.2% | -26.8% |
| 3M | -44.3% | -5.4% | -38.9% | -31.8% |
| 6M | -44.4% | +4.9% | -49.4% | -40.4% |
| YTD | +244.9% | +18.5% | +226.5% | +193.2% |
| 1Y | +365.6% | +25.5% | +340.1% | +257.5% |
| All | +1,272.2% | +46.3% | +1,225.9% | +766.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling