+2,396.1%
MUU vs CLX
-40.4%
+2,436.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.9% |
| 7D | -8.2% | -5.7% | -2.5% | -12.1% |
| 30D | +10.2% | -17.0% | +27.2% | -3.5% |
| 3M | -26.5% | -9.7% | -16.8% | -28.8% |
| 6M | +227.2% | -19.8% | +247.1% | +210.8% |
| YTD | +527.4% | -9.8% | +537.3% | +559.6% |
| 1Y | +1,843.7% | -26.2% | +1,869.8% | +1,794.7% |
| All | +2,396.1% | -40.4% | +2,436.5% | +2,014.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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