+237.5%
MUU vs CRBG
+13.0%
+224.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -5.5% | -28.9% | -31.7% |
| 7D | -53.2% | -3.0% | -50.2% | -51.7% |
| 30D | -64.1% | -2.6% | -61.4% | -63.1% |
| 3M | -54.1% | +2.7% | -56.7% | -54.0% |
| 6M | -37.7% | +22.2% | -59.9% | -43.1% |
| YTD | +153.4% | +16.5% | +136.9% | +131.7% |
| 1Y | +237.5% | +16.9% | +220.5% | +209.3% |
| All | +237.5% | +13.0% | +224.5% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling