-38.4%
MUU vs CNH
+18.0%
-56.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +1.9% | +22.3% | +22.9% |
| 7D | -2.5% | +6.7% | -9.2% | -5.2% |
| 30D | -39.7% | +7.2% | -47.0% | -41.8% |
| 3M | -27.4% | +17.5% | -44.9% | -37.8% |
| 6M | -38.4% | +15.0% | -53.4% | -46.0% |
| All | -38.4% | +18.0% | -56.4% | -46.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling