+2,620.0%
MUU vs CLS
+443.2%
+2,176.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.8% | +10.8% | +10.8% |
| 7D | +17.4% | +4.6% | +12.8% | +10.8% |
| 30D | +24.0% | -13.9% | +37.9% | +39.9% |
| 3M | -23.9% | -26.6% | +2.7% | +8.5% |
| 6M | +284.4% | +15.4% | +269.0% | +264.4% |
| YTD | +583.7% | +5.7% | +578.1% | +589.1% |
| 1Y | +2,981.5% | +41.1% | +2,940.4% | +2,339.8% |
| All | +2,620.0% | +443.2% | +2,176.8% | +649.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 all: compounded portfolio wealth divided by compounded CLS 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…
all analysis · Full analysis span regression · 6 months rolling