+1,397.6%
MUU vs CHRW
+28.3%
+1,369.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +3.7% | +20.5% | +22.7% |
| 7D | -2.5% | -0.1% | -2.4% | -1.6% |
| 30D | -39.7% | -4.3% | -35.5% | -38.8% |
| 3M | -27.4% | -7.4% | -20.0% | -26.1% |
| 6M | -38.4% | -20.7% | -17.7% | -33.3% |
| YTD | +276.4% | -15.9% | +292.3% | +276.8% |
| 1Y | +390.7% | -9.9% | +400.6% | +376.1% |
| All | +1,397.6% | +28.3% | +1,369.3% | +904.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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