+2,836.6%
MUU vs CAI
-8.1%
+2,844.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | +13.9% | +0.2% | +13.8% | +13.9% |
| 30D | +24.8% | +9.1% | +15.6% | +23.7% |
| 3M | -15.7% | +53.8% | -69.5% | -19.4% |
| 6M | +338.9% | +33.5% | +305.4% | +318.0% |
| YTD | +563.2% | -8.0% | +571.2% | +593.1% |
| 1Y | +2,577.5% | -28.7% | +2,606.2% | +2,793.2% |
| All | +2,836.6% | -8.1% | +2,844.7% | +2,969.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling