+2,538.2%
MUU vs CMG
-36.1%
+2,574.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +13.9% | -1.5% | +15.4% | +14.5% |
| 30D | +24.8% | +12.7% | +12.1% | +18.5% |
| 3M | -15.7% | +26.3% | -42.0% | -23.7% |
| 6M | +338.9% | +4.5% | +334.4% | +324.5% |
| YTD | +563.2% | -0.1% | +563.3% | +553.4% |
| 1Y | +2,577.5% | -6.8% | +2,584.3% | +2,600.6% |
| All | +2,538.2% | -36.1% | +2,574.3% | +3,002.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling