+2,396.1%
MUU vs CMI
+72.8%
+2,323.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -3.9% |
| 7D | -8.2% | -0.7% | -7.5% | -6.9% |
| 30D | +10.2% | -12.4% | +22.6% | +49.6% |
| 3M | -26.5% | -14.8% | -11.7% | +21.4% |
| 6M | +227.2% | +0.8% | +226.4% | +309.1% |
| YTD | +527.4% | +10.2% | +517.2% | +520.6% |
| 1Y | +1,843.7% | +37.4% | +1,806.2% | +1,107.6% |
| All | +2,396.1% | +72.8% | +2,323.3% | +958.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling