+504.3%
MUU vs AWK
+20.7%
+483.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +2.2% | -16.2% | -9.1% |
| 7D | -35.9% | +7.0% | -42.9% | -24.2% |
| 30D | -47.1% | +17.0% | -64.2% | -23.0% |
| 3M | -29.8% | +12.4% | -42.2% | -4.2% |
| 6M | +16.0% | +19.6% | -3.6% | +92.8% |
| YTD | +286.1% | +17.0% | +269.0% | +534.5% |
| 1Y | +504.3% | +20.0% | +484.3% | +871.6% |
| All | +504.3% | +20.7% | +483.7% | +871.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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