+2,423.9%
MUU vs CEG
+10.8%
+2,413.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.6% | -6.7% |
| 7D | +3.6% | +0.3% | +3.2% | +3.6% |
| 30D | +22.3% | +2.9% | +19.4% | +19.5% |
| 3M | -8.2% | +18.2% | -26.4% | -18.9% |
| 6M | +256.3% | -9.5% | +265.9% | +293.7% |
| YTD | +534.4% | -18.7% | +553.1% | +663.9% |
| 1Y | +2,163.5% | -10.1% | +2,173.6% | +2,407.6% |
| All | +2,423.9% | +10.8% | +2,413.1% | +2,175.9% |
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