-38.4%
MUU vs CDW
+68.4%
-106.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +2.2% | +22.0% | +23.9% |
| 7D | -2.5% | +2.6% | -5.1% | -2.7% |
| 30D | -39.7% | +20.4% | -60.1% | -38.7% |
| 3M | -27.4% | +28.5% | -55.9% | -26.2% |
| 6M | -38.4% | +70.6% | -109.0% | -48.8% |
| All | -38.4% | +68.4% | -106.9% | -48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling