+2,709.3%
MUU vs CAI
-11.0%
+2,720.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.4% | -9.3% |
| 7D | +3.6% | -5.1% | +8.6% | +4.0% |
| 30D | +22.3% | +3.9% | +18.4% | +21.8% |
| 3M | -8.2% | +40.1% | -48.3% | -11.6% |
| 6M | +256.3% | +29.7% | +226.7% | +240.1% |
| YTD | +534.4% | -10.9% | +545.3% | +564.9% |
| 1Y | +2,163.5% | -28.0% | +2,191.5% | +2,344.8% |
| All | +2,709.3% | -11.0% | +2,720.3% | +2,844.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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