+2,981.5%
MUU vs CMG
-11.4%
+2,992.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.6% | +13.2% | +11.7% |
| 7D | +17.4% | -2.8% | +20.2% | +17.5% |
| 30D | +24.0% | +7.1% | +16.8% | +23.1% |
| 3M | -23.9% | +31.2% | -55.1% | -21.4% |
| 6M | +284.4% | +0.7% | +283.7% | +302.5% |
| YTD | +583.7% | -0.1% | +583.8% | +615.8% |
| 1Y | +2,981.5% | -10.7% | +2,992.2% | +3,220.4% |
| All | +2,981.5% | -11.4% | +2,992.9% | +3,220.4% |
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