+1,397.6%
MUU vs COR
+60.2%
+1,337.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +0.3% | +23.8% | +24.3% |
| 7D | -2.5% | -1.2% | -1.3% | -4.4% |
| 30D | -39.7% | +7.6% | -47.4% | -37.2% |
| 3M | -27.4% | +5.0% | -32.4% | -24.7% |
| 6M | -38.4% | +35.3% | -73.7% | -29.7% |
| YTD | +276.4% | +4.2% | +272.2% | +341.5% |
| 1Y | +390.7% | -3.4% | +394.2% | +466.1% |
| All | +1,397.6% | +60.2% | +1,337.4% | +1,676.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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