+1,272.2%
MUU vs CRL
+82.2%
+1,190.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.6% |
| 7D | +24.7% | +0.1% | +24.5% | +24.8% |
| 30D | -35.1% | +11.9% | -47.1% | -38.1% |
| 3M | -44.3% | +20.2% | -64.4% | -49.6% |
| 6M | -44.4% | +107.5% | -152.0% | -66.7% |
| YTD | +244.9% | +69.4% | +175.5% | +135.1% |
| 1Y | +365.6% | +99.7% | +265.9% | +176.6% |
| All | +1,272.2% | +82.2% | +1,190.0% | +730.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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