-27.4%
MUU vs COP
+13.1%
-40.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +1.7% | +22.5% | +24.1% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | -39.7% | +0.2% | -40.0% | -36.6% |
| 3M | -27.4% | +10.2% | -37.6% | -19.1% |
| All | -27.4% | +13.1% | -40.5% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 3mo: compounded portfolio wealth divided by compounded COP 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…
3mo analysis · Full analysis span regression · Available span rolling