+2,538.2%
MUU vs CME
+35.4%
+2,502.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -5.3% |
| 7D | +13.9% | -2.9% | +16.8% | +7.3% |
| 30D | +24.8% | +5.5% | +19.3% | +40.0% |
| 3M | -15.7% | +11.0% | -26.7% | +15.5% |
| 6M | +338.9% | -9.7% | +348.6% | +348.1% |
| YTD | +563.2% | +4.9% | +558.3% | +776.4% |
| 1Y | +2,577.5% | +10.1% | +2,567.4% | +3,805.7% |
| All | +2,538.2% | +35.4% | +2,502.9% | +5,642.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling