+2,396.1%
MUU vs BG
+34.2%
+2,361.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.1% |
| 7D | -8.2% | +3.1% | -11.4% | -10.1% |
| 30D | +10.2% | +10.2% | -0.1% | +3.4% |
| 3M | -26.5% | -1.7% | -24.8% | -25.8% |
| 6M | +227.2% | +1.0% | +226.2% | +224.5% |
| YTD | +527.4% | +39.9% | +487.5% | +396.5% |
| 1Y | +1,843.7% | +53.2% | +1,790.4% | +1,314.3% |
| All | +2,396.1% | +34.2% | +2,361.9% | +1,908.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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