+1,138.0%
MUU vs CLF
-3.7%
+1,141.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +7.0% | +5.5% | +7.6% |
| 7D | -27.2% | -14.1% | -13.1% | -16.2% |
| 30D | -54.0% | -5.5% | -48.5% | -50.6% |
| 3M | -41.4% | 0.0% | -41.4% | -40.2% |
| 6M | -42.5% | +11.3% | -53.7% | -44.2% |
| YTD | +211.2% | -7.7% | +218.9% | +229.7% |
| 1Y | +313.4% | +17.5% | +295.8% | +279.3% |
| All | +1,138.0% | -3.7% | +1,141.7% | +985.2% |
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