+284.4%
MUU vs CCI
-13.6%
+298.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.9% | +13.5% | +8.0% |
| 7D | +17.4% | -0.4% | +17.8% | +16.7% |
| 30D | +24.0% | +2.7% | +21.3% | +30.3% |
| 3M | -23.9% | -18.2% | -5.7% | -36.7% |
| 6M | +284.4% | -14.8% | +299.2% | +250.6% |
| All | +284.4% | -13.6% | +298.1% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 6mo: compounded portfolio wealth divided by compounded CCI 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…
6mo analysis · Full analysis span regression · 6 months rolling