+504.3%
MUU vs CLF
+12.5%
+491.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.2% | -4.8% | -7.4% |
| 7D | -35.9% | -7.9% | -28.0% | -31.8% |
| 30D | -47.1% | +5.2% | -52.4% | -49.3% |
| 3M | -29.8% | +4.3% | -34.2% | -33.0% |
| 6M | +16.0% | +25.3% | -9.3% | +1.9% |
| YTD | +286.1% | -3.3% | +289.4% | +275.2% |
| 1Y | +504.3% | +20.2% | +484.1% | +386.1% |
| All | +504.3% | +12.5% | +491.8% | +386.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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