-38.4%
MUU vs APH
+24.3%
-62.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | -0.8% | +25.0% | +25.9% |
| 7D | -2.5% | +0.4% | -2.9% | +2.3% |
| 30D | -39.7% | -8.0% | -31.8% | -22.6% |
| 3M | -27.4% | -5.0% | -22.4% | -14.3% |
| 6M | -38.4% | +29.9% | -68.3% | -51.6% |
| All | -38.4% | +24.3% | -62.8% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 6mo: compounded portfolio wealth divided by compounded APH 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…
6mo analysis · Full analysis span regression · 6 months rolling