+2,538.2%
MUU vs CNH
+25.9%
+2,512.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.5% | +2.1% |
| 7D | +13.9% | +8.8% | +5.1% | +5.2% |
| 30D | +24.8% | +24.7% | +0.1% | -0.2% |
| 3M | -15.7% | +27.3% | -43.1% | -33.5% |
| 6M | +338.9% | +23.2% | +315.7% | +254.9% |
| YTD | +563.2% | +48.9% | +514.2% | +310.3% |
| 1Y | +2,577.5% | +19.4% | +2,558.1% | +2,068.4% |
| All | +2,538.2% | +25.9% | +2,512.3% | +1,904.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 5y: compounded portfolio wealth divided by compounded CNH 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…
5y analysis · Full analysis span regression · 6 months rolling