+1,272.2%
MUU vs CME
+55.4%
+1,216.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -3.6% |
| 7D | +24.7% | +3.9% | +20.7% | +34.2% |
| 30D | -35.1% | +11.3% | -46.5% | -17.3% |
| 3M | -44.3% | +19.6% | -63.8% | -16.0% |
| 6M | -44.4% | +8.1% | -52.5% | -18.0% |
| YTD | +244.9% | +20.4% | +224.5% | +526.5% |
| 1Y | +365.6% | +16.5% | +349.1% | +708.7% |
| All | +1,272.2% | +55.4% | +1,216.8% | +4,005.1% |
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