+2,620.0%
MUU vs CAG
-40.1%
+2,660.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.9% | +12.5% | +10.7% |
| 7D | +17.4% | -3.8% | +21.2% | +13.3% |
| 30D | +24.0% | +3.1% | +20.8% | +27.7% |
| 3M | -23.9% | +23.5% | -47.4% | -2.1% |
| 6M | +284.4% | -14.8% | +299.3% | +311.8% |
| YTD | +583.7% | -5.4% | +589.2% | +680.6% |
| 1Y | +2,981.5% | -11.8% | +2,993.3% | +3,328.3% |
| All | +2,620.0% | -40.1% | +2,660.2% | +2,797.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling