+1,348.1%
MUU vs CG
-10.5%
+1,358.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | +2.1% |
| 7D | +43.7% | -1.5% | +45.2% | +46.2% |
| 30D | -37.2% | +5.7% | -42.9% | -41.4% |
| 3M | -36.1% | -17.9% | -18.2% | -19.1% |
| 6M | -35.7% | -20.2% | -15.5% | -16.1% |
| YTD | +264.0% | -32.0% | +296.0% | +469.6% |
| 1Y | +359.1% | -27.0% | +386.1% | +553.7% |
| All | +1,348.1% | -10.5% | +1,358.6% | +1,417.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling