+2,538.2%
MUU vs CLF
-3.5%
+2,541.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -1.9% |
| 7D | +13.9% | +6.5% | +7.4% | +9.3% |
| 30D | +24.8% | +0.2% | +24.5% | +24.0% |
| 3M | -15.7% | -3.1% | -12.7% | -13.8% |
| 6M | +338.9% | +25.0% | +313.9% | +288.4% |
| YTD | +563.2% | -7.5% | +570.6% | +584.3% |
| 1Y | +2,577.5% | +11.5% | +2,566.0% | +2,248.9% |
| All | +2,538.2% | -3.5% | +2,541.7% | +2,152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling