+2,396.1%
MUU vs CMG
-37.4%
+2,433.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -8.2% | -2.1% | -6.2% | -7.6% |
| 30D | +10.2% | +10.9% | -0.7% | +5.1% |
| 3M | -26.5% | +15.8% | -42.3% | -31.3% |
| 6M | +227.2% | +6.9% | +220.3% | +211.0% |
| YTD | +527.4% | -2.2% | +529.6% | +522.6% |
| 1Y | +1,843.7% | -7.1% | +1,850.8% | +1,845.7% |
| All | +2,396.1% | -37.4% | +2,433.5% | +2,856.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling