+2,683.6%
MUU vs CDW
-34.2%
+2,717.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.4% |
| 7D | +15.0% | -4.2% | +19.3% | +17.8% |
| 30D | +36.8% | +4.9% | +32.0% | +32.2% |
| 3M | -8.5% | +7.3% | -15.8% | -17.4% |
| 6M | +320.7% | +19.2% | +301.6% | +215.1% |
| YTD | +599.7% | +6.2% | +593.5% | +456.2% |
| 1Y | +2,569.2% | -14.0% | +2,583.2% | +3,045.2% |
| All | +2,683.6% | -34.2% | +2,717.8% | +4,734.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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