+504.3%
MUU vs CI
+21.2%
+483.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +3.4% | -17.4% | -10.5% |
| 7D | -35.9% | +3.5% | -39.4% | -33.1% |
| 30D | -47.1% | +12.6% | -59.7% | -40.0% |
| 3M | -29.8% | +12.1% | -41.9% | -19.8% |
| 6M | +16.0% | +10.6% | +5.4% | +36.2% |
| YTD | +286.1% | +12.8% | +273.2% | +366.2% |
| 1Y | +504.3% | +18.0% | +486.3% | +706.0% |
| All | +504.3% | +21.2% | +483.1% | +706.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling