+1,000.7%
MUU vs CP
+16.3%
+984.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.7% | +10.9% | +11.1% |
| 7D | -42.8% | +2.8% | -45.6% | -45.1% |
| 30D | -63.6% | +10.2% | -73.8% | -68.6% |
| 3M | -48.5% | +2.4% | -50.9% | -51.0% |
| 6M | -36.9% | +7.7% | -44.6% | -46.2% |
| YTD | +176.7% | +26.0% | +150.7% | +72.9% |
| 1Y | +266.3% | +34.6% | +231.6% | +101.8% |
| All | +1,000.7% | +16.3% | +984.4% | +627.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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