+1,138.0%
MUU vs CSX
+52.1%
+1,086.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.8% | +9.7% | +9.1% |
| 7D | -27.2% | -2.2% | -25.0% | -24.8% |
| 30D | -54.0% | +6.8% | -60.9% | -58.4% |
| 3M | -41.4% | +0.7% | -42.1% | -43.0% |
| 6M | -42.5% | +13.3% | -55.7% | -52.9% |
| YTD | +211.2% | +40.5% | +170.7% | +84.4% |
| 1Y | +313.4% | +44.7% | +268.7% | +135.3% |
| All | +1,138.0% | +52.1% | +1,086.0% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling