+365.6%
MUU vs CLF
+15.2%
+350.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -2.0% | -2.6% |
| 7D | +24.7% | +10.4% | +14.3% | +15.4% |
| 30D | -35.1% | +0.6% | -35.7% | -32.8% |
| 3M | -44.3% | +4.1% | -48.4% | -44.4% |
| 6M | -44.4% | +15.1% | -59.5% | -47.4% |
| YTD | +244.9% | -4.7% | +249.7% | +248.0% |
| 1Y | +365.6% | +20.4% | +345.2% | +234.8% |
| All | +365.6% | +15.2% | +350.4% | +234.8% |
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