+2,423.9%
MUU vs CAH
+109.8%
+2,314.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.7% | -8.9% |
| 7D | +3.6% | -5.1% | +8.6% | +4.8% |
| 30D | +22.3% | -1.8% | +24.1% | +22.8% |
| 3M | -8.2% | +9.4% | -17.6% | -11.5% |
| 6M | +256.3% | +9.2% | +247.1% | +246.2% |
| YTD | +534.4% | +15.7% | +518.7% | +496.2% |
| 1Y | +2,163.5% | +59.7% | +2,103.8% | +1,531.8% |
| All | +2,423.9% | +109.8% | +2,314.0% | +1,255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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