+2,423.9%
MUU vs CAG
-43.2%
+2,467.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.6% | -11.8% |
| 7D | +3.6% | -5.9% | +9.4% | -2.3% |
| 30D | +22.3% | -1.5% | +23.9% | +20.5% |
| 3M | -8.2% | +11.5% | -19.7% | +7.2% |
| 6M | +256.3% | -15.7% | +272.0% | +269.5% |
| YTD | +534.4% | -10.2% | +544.6% | +588.3% |
| 1Y | +2,163.5% | -18.1% | +2,181.6% | +2,273.1% |
| All | +2,423.9% | -43.2% | +2,467.0% | +2,454.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling