+2,042.4%
MUU vs BIYA
-99.9%
+2,142.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | +24.7% | +9.0% | +15.7% | +24.7% |
| 30D | -35.1% | -12.9% | -22.2% | -35.2% |
| 3M | -44.3% | -54.7% | +10.4% | -44.8% |
| 6M | -44.4% | -85.1% | +40.6% | -45.0% |
| YTD | +244.9% | -96.9% | +341.8% | +264.7% |
| 1Y | +365.6% | -98.5% | +464.1% | +419.1% |
| All | +2,042.4% | -99.9% | +2,142.2% | +2,418.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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