+2,538.2%
MUU vs CHRW
+44.0%
+2,494.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.7% |
| 7D | +13.9% | +1.9% | +12.0% | +13.0% |
| 30D | +24.8% | +0.9% | +23.9% | +24.1% |
| 3M | -15.7% | -19.9% | +4.1% | -6.8% |
| 6M | +338.9% | -15.8% | +354.7% | +367.4% |
| YTD | +563.2% | -5.6% | +568.7% | +540.9% |
| 1Y | +2,577.5% | +21.0% | +2,556.5% | +2,137.3% |
| All | +2,538.2% | +44.0% | +2,494.3% | +1,608.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling