+504.3%
MUU vs CMI
+10.9%
+493.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.8% | -8.2% | -1.2% |
| 7D | -35.9% | -11.2% | -24.7% | -15.4% |
| 30D | -47.1% | -9.8% | -37.3% | -33.4% |
| 3M | -29.8% | -25.5% | -4.3% | +37.1% |
| 6M | +16.0% | -27.7% | +43.7% | +194.9% |
| YTD | +286.1% | -6.6% | +292.7% | +472.1% |
| 1Y | +504.3% | +11.7% | +492.7% | +519.9% |
| All | +504.3% | +10.9% | +493.4% | +519.9% |
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