-49.1%
MUU vs CP
+10.2%
-59.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.0% | +10.5% | +13.4% |
| 7D | -27.2% | +2.8% | -29.9% | -25.8% |
| 30D | -54.0% | +11.3% | -65.4% | -52.6% |
| 3M | -41.4% | +2.9% | -44.3% | -37.5% |
| All | -49.1% | +10.2% | -59.3% | -57.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling