+1,272.2%
MUU vs CG
-9.6%
+1,281.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.0% | -6.3% | -6.5% |
| 7D | +24.7% | +0.2% | +24.5% | +24.2% |
| 30D | -35.1% | +11.2% | -46.3% | -43.5% |
| 3M | -44.3% | -22.1% | -22.2% | -24.3% |
| 6M | -44.4% | -17.9% | -26.5% | -30.0% |
| YTD | +244.9% | -31.3% | +276.2% | +432.3% |
| 1Y | +365.6% | -24.0% | +389.6% | +522.5% |
| All | +1,272.2% | -9.6% | +1,281.8% | +1,318.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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