+2,981.5%
MUU vs CME
+8.4%
+2,973.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.3% | +11.9% | +10.9% |
| 7D | +17.4% | -1.6% | +19.0% | +13.1% |
| 30D | +24.0% | +6.2% | +17.7% | +44.3% |
| 3M | -23.9% | +10.4% | -34.3% | +10.4% |
| 6M | +284.4% | -9.5% | +294.0% | +291.6% |
| YTD | +583.7% | +6.0% | +577.7% | +898.5% |
| 1Y | +2,981.5% | +9.3% | +2,972.2% | +5,286.2% |
| All | +2,981.5% | +8.4% | +2,973.1% | +5,286.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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