+2,683.6%
MUU vs CAPR
-49.6%
+2,733.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.6% | +10.1% | +5.5% |
| 7D | +15.0% | -12.6% | +27.7% | +15.1% |
| 30D | +36.8% | +124.4% | -87.6% | +36.4% |
| 3M | -8.5% | -66.8% | +58.3% | -8.0% |
| 6M | +320.7% | -71.8% | +392.5% | +322.9% |
| YTD | +599.7% | -70.1% | +669.7% | +603.2% |
| 1Y | +2,569.2% | +33.3% | +2,535.8% | +2,585.2% |
| All | +2,683.6% | -49.6% | +2,733.2% | +2,621.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling