+1,138.0%
MUU vs APD
+3.6%
+1,134.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.0% | +10.4% | +11.0% |
| 7D | -27.2% | -1.6% | -25.6% | -25.6% |
| 30D | -54.0% | +10.6% | -64.6% | -57.3% |
| 3M | -41.4% | +2.5% | -44.0% | -42.7% |
| 6M | -42.5% | +6.0% | -48.4% | -45.7% |
| YTD | +211.2% | +28.4% | +182.8% | +131.1% |
| 1Y | +313.4% | +22.2% | +291.2% | +217.0% |
| All | +1,138.0% | +3.6% | +1,134.4% | +1,138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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