+504.3%
MUU vs CMG
+12.0%
+492.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +5.8% | -19.8% | -13.0% |
| 7D | -35.9% | +22.5% | -58.4% | -34.0% |
| 30D | -47.1% | +14.1% | -61.2% | -45.7% |
| 3M | -29.8% | +4.1% | -33.9% | -28.6% |
| 6M | +16.0% | +10.1% | +5.9% | +24.8% |
| YTD | +286.1% | -4.9% | +290.9% | +324.9% |
| 1Y | +504.3% | +10.9% | +493.4% | +510.7% |
| All | +504.3% | +12.0% | +492.4% | +510.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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