+1,397.6%
MUU vs COP
+31.5%
+1,366.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +1.7% | +22.5% | +23.6% |
| 7D | -2.5% | +0.7% | -3.2% | -2.5% |
| 30D | -39.7% | +0.2% | -40.0% | -39.6% |
| 3M | -27.4% | +10.2% | -37.6% | -29.9% |
| 6M | -38.4% | +20.1% | -58.5% | -44.3% |
| YTD | +276.4% | +50.5% | +225.9% | +141.0% |
| 1Y | +390.7% | +56.8% | +333.9% | +194.3% |
| All | +1,397.6% | +31.5% | +1,366.1% | +899.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling