+1,000.7%
MUU vs CLF
-10.0%
+1,010.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +8.0% |
| 7D | -42.8% | -19.6% | -23.2% | -31.3% |
| 30D | -63.6% | -5.0% | -58.6% | -61.2% |
| 3M | -48.5% | -6.3% | -42.2% | -45.2% |
| 6M | -36.9% | +2.8% | -39.7% | -35.3% |
| YTD | +176.7% | -13.7% | +190.4% | +206.3% |
| 1Y | +266.3% | +13.6% | +252.7% | +244.0% |
| All | +1,000.7% | -10.0% | +1,010.6% | +908.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling