+2,396.1%
MUU vs CAG
-43.5%
+2,439.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.7% |
| 7D | -8.2% | -5.7% | -2.5% | -13.3% |
| 30D | +10.2% | -2.4% | +12.6% | +7.6% |
| 3M | -26.5% | +9.8% | -36.3% | -15.1% |
| 6M | +227.2% | -10.8% | +238.1% | +248.4% |
| YTD | +527.4% | -10.8% | +538.2% | +576.4% |
| 1Y | +1,843.7% | -19.0% | +1,862.6% | +1,922.0% |
| All | +2,396.1% | -43.5% | +2,439.6% | +2,410.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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