+2,620.0%
MUU vs CNH
+33.3%
+2,586.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +4.0% | +7.6% | +7.8% |
| 7D | +17.4% | +23.3% | -5.9% | -3.9% |
| 30D | +24.0% | +33.5% | -9.5% | -6.9% |
| 3M | -23.9% | +32.7% | -56.6% | -41.9% |
| 6M | +284.4% | +22.2% | +262.2% | +217.3% |
| YTD | +583.7% | +57.7% | +526.0% | +301.8% |
| 1Y | +2,981.5% | +28.0% | +2,953.5% | +2,233.1% |
| All | +2,620.0% | +33.3% | +2,586.7% | +1,862.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling