+1,106.1%
MUU vs CFG
+69.5%
+1,036.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.0% |
| 7D | -32.5% | +0.7% | -33.2% | -32.0% |
| 30D | -55.2% | +2.8% | -58.0% | -56.3% |
| 3M | -40.7% | -10.1% | -30.6% | -31.7% |
| 6M | -43.9% | +3.2% | -47.1% | -49.2% |
| YTD | +203.2% | +14.2% | +189.0% | +133.8% |
| 1Y | +257.0% | +27.4% | +229.6% | +132.5% |
| All | +1,106.1% | +69.5% | +1,036.5% | +407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 all: compounded portfolio wealth divided by compounded CFG 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…
all analysis · Full analysis span regression · 6 months rolling