+2,620.0%
MUU vs CI
-15.7%
+2,635.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.3% | +12.9% | +11.3% |
| 7D | +17.4% | +1.3% | +16.1% | +17.9% |
| 30D | +24.0% | +4.4% | +19.5% | +25.5% |
| 3M | -23.9% | +0.7% | -24.5% | -23.2% |
| 6M | +284.4% | +0.3% | +284.1% | +288.8% |
| YTD | +583.7% | +3.8% | +579.9% | +594.2% |
| 1Y | +2,981.5% | -5.5% | +2,987.0% | +3,025.4% |
| All | +2,620.0% | -15.7% | +2,635.8% | +2,865.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling