+504.3%
MUU vs AUR
-17.4%
+521.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.4% | -9.5% | -10.6% |
| 7D | -35.9% | -19.8% | -16.0% | -24.0% |
| 30D | -47.1% | -29.0% | -18.1% | -31.2% |
| 3M | -29.8% | -43.6% | +13.7% | +6.2% |
| 6M | +16.0% | -36.6% | +52.7% | +67.6% |
| YTD | +286.1% | +6.3% | +279.8% | +317.7% |
| 1Y | +504.3% | -9.0% | +513.4% | +600.5% |
| All | +504.3% | -17.4% | +521.7% | +600.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling