+2,396.1%
MUU vs BOXX
+8.3%
+2,387.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -0.6% |
| 7D | -8.2% | +0.1% | -8.3% | -7.7% |
| 30D | +10.2% | +0.3% | +9.9% | +14.4% |
| 3M | -26.5% | +1.0% | -27.5% | -20.0% |
| 6M | +227.2% | +1.9% | +225.3% | +203.7% |
| YTD | +527.4% | +2.7% | +524.7% | +349.7% |
| 1Y | +1,843.7% | +4.0% | +1,839.6% | +937.5% |
| All | +2,396.1% | +8.3% | +2,387.7% | +1,086.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 all: compounded portfolio wealth divided by compounded BOXX 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…
all analysis · Full analysis span regression · 6 months rolling