+2,423.9%
MUU vs BAM
+7.3%
+2,416.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.3% | -8.0% |
| 7D | +3.6% | -6.1% | +9.6% | +12.1% |
| 30D | +22.3% | -13.8% | +36.2% | +46.8% |
| 3M | -8.2% | +4.4% | -12.6% | -17.5% |
| 6M | +256.3% | +6.4% | +249.9% | +208.3% |
| YTD | +534.4% | -7.1% | +541.5% | +558.1% |
| 1Y | +2,163.5% | -11.8% | +2,175.3% | +2,488.1% |
| All | +2,423.9% | +7.3% | +2,416.5% | +1,784.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling