+1,348.1%
MUU vs CEG
+9.4%
+1,338.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -6.1% |
| 7D | +43.7% | +17.8% | +25.8% | +23.1% |
| 30D | -37.2% | -4.5% | -32.7% | -32.8% |
| 3M | -36.1% | +1.5% | -37.6% | -36.3% |
| 6M | -35.7% | -3.5% | -32.2% | -31.4% |
| YTD | +264.0% | -19.7% | +283.7% | +346.9% |
| 1Y | +359.1% | -19.8% | +378.9% | +468.1% |
| All | +1,348.1% | +9.4% | +1,338.7% | +1,231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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