-38.4%
MUU vs ARWR
-32.1%
-6.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +0.7% | +23.4% | +23.7% |
| 7D | -2.5% | -19.9% | +17.4% | +14.1% |
| 30D | -39.7% | -18.7% | -21.0% | -30.2% |
| 3M | -27.4% | -44.7% | +17.3% | +8.3% |
| 6M | -38.4% | -36.5% | -1.9% | -21.2% |
| All | -38.4% | -32.1% | -6.3% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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