+1,272.2%
MUU vs AXP
+21.0%
+1,251.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -6.2% |
| 7D | +24.7% | -0.1% | +24.8% | +25.0% |
| 30D | -35.1% | +4.4% | -39.6% | -38.7% |
| 3M | -44.3% | -6.4% | -37.8% | -40.4% |
| 6M | -44.4% | +4.2% | -48.6% | -50.0% |
| YTD | +244.9% | -12.4% | +257.3% | +289.6% |
| 1Y | +365.6% | -11.1% | +376.7% | +407.3% |
| All | +1,272.2% | +21.0% | +1,251.3% | +758.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 3y: compounded portfolio wealth divided by compounded AXP 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…
3y analysis · Full analysis span regression · 6 months rolling