+2,981.5%
MUU vs CMI
+45.0%
+2,936.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +2.8% | +8.8% | +5.3% |
| 7D | +17.4% | -0.7% | +18.1% | +19.8% |
| 30D | +24.0% | -13.4% | +37.4% | +73.0% |
| 3M | -23.9% | -17.0% | -6.9% | +36.0% |
| 6M | +284.4% | -1.6% | +286.1% | +431.3% |
| YTD | +583.7% | +11.0% | +572.7% | +619.1% |
| 1Y | +2,981.5% | +41.9% | +2,939.6% | +2,135.1% |
| All | +2,981.5% | +45.0% | +2,936.5% | +2,135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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