+1,272.2%
MUU vs CAPR
-44.4%
+1,316.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.9% | +1.7% | -5.2% |
| 7D | +24.7% | +5.9% | +18.8% | +24.6% |
| 30D | -35.1% | +44.6% | -79.8% | -35.3% |
| 3M | -44.3% | +126.4% | -170.6% | -44.4% |
| 6M | -44.4% | -68.6% | +24.2% | -44.2% |
| YTD | +244.9% | -67.0% | +311.9% | +246.5% |
| 1Y | +365.6% | +65.2% | +300.4% | +364.7% |
| All | +1,272.2% | -44.4% | +1,316.6% | +1,240.9% |
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