+504.3%
MUU vs CME
+19.8%
+484.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.4% | -15.4% | -10.7% |
| 7D | -35.9% | +4.8% | -40.7% | -27.1% |
| 30D | -47.1% | +14.2% | -61.3% | -24.8% |
| 3M | -29.8% | +17.9% | -47.8% | +8.7% |
| 6M | +16.0% | +7.2% | +8.8% | +77.2% |
| YTD | +286.1% | +16.7% | +269.4% | +607.7% |
| 1Y | +504.3% | +19.6% | +484.8% | +1,014.4% |
| All | +504.3% | +19.8% | +484.5% | +1,014.4% |
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